+759.8%
MTSI vs FTV
+90.8%
+669.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.4% | +4.2% |
| 7D | +1.4% | -4.5% | +5.9% | +4.7% |
| 30D | +2.1% | -7.1% | +9.1% | +7.5% |
| 3M | -29.7% | -7.2% | -22.6% | -26.6% |
| 6M | +12.5% | -1.5% | +14.0% | +12.3% |
| YTD | +57.0% | +3.5% | +53.5% | +47.5% |
| 1Y | +103.9% | +20.3% | +83.6% | +69.8% |
| 3Y | +223.6% | -3.1% | +226.7% | +216.2% |
| 5Y | +321.6% | +2.3% | +319.2% | +293.0% |
| 10Y | +517.7% | +76.3% | +441.4% | +312.0% |
| All | +759.8% | +90.8% | +669.0% | +459.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling