+228.3%
MTSI vs FTV
+18.0%
+210.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.6% | -1.6% |
| 7D | +29.1% | +3.7% | +25.4% | +25.8% |
| 30D | -20.4% | +16.8% | -37.2% | -28.9% |
| 3M | -20.9% | +10.4% | -31.3% | -26.4% |
| 6M | -32.3% | +12.8% | -45.1% | -38.5% |
| YTD | +43.5% | +23.3% | +20.2% | +17.7% |
| 1Y | +43.8% | +31.0% | +12.8% | +11.5% |
| 3Y | +218.8% | +38.6% | +180.2% | +129.5% |
| 5Y | +228.3% | +17.6% | +210.8% | +165.5% |
| All | +228.3% | +18.0% | +210.4% | +165.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FTV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling