+106.9%
MTSI vs FWONK
-5.9%
+112.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.4% | -3.4% | -4.5% |
| 7D | +4.8% | -1.5% | +6.3% | +5.1% |
| 30D | -9.2% | -6.8% | -2.4% | -8.2% |
| 3M | -23.1% | +7.7% | -30.8% | -26.4% |
| 6M | +23.5% | +11.0% | +12.5% | +16.9% |
| YTD | +59.1% | -3.1% | +62.2% | +57.1% |
| 1Y | +106.9% | -3.5% | +110.3% | +108.9% |
| All | +106.9% | -5.9% | +112.7% | +108.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling