+558.4%
MTSI vs FWONK
+339.5%
+218.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.4% | -3.4% | -4.1% |
| 7D | +4.8% | -1.5% | +6.3% | +5.6% |
| 30D | -9.2% | -6.8% | -2.4% | -6.3% |
| 3M | -23.1% | +7.7% | -30.8% | -26.7% |
| 6M | +23.5% | +11.0% | +12.5% | +15.8% |
| YTD | +59.1% | -3.1% | +62.2% | +59.0% |
| 1Y | +106.9% | -3.5% | +110.3% | +106.6% |
| 3Y | +243.2% | +44.6% | +198.5% | +173.5% |
| 5Y | +324.5% | +98.3% | +226.3% | +183.2% |
| All | +558.4% | +339.5% | +218.9% | +250.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 10y: compounded portfolio wealth divided by compounded FWONK 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…
10y analysis · Full analysis span regression · 6 months rolling