+262.0%
MTSI vs FWONK
+46.4%
+215.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.9% | +2.2% | +3.4% |
| 7D | +11.1% | -0.6% | +11.7% | +11.3% |
| 30D | -3.7% | -5.8% | +2.1% | -1.9% |
| 3M | -20.2% | +10.0% | -30.3% | -24.1% |
| 6M | +30.8% | +14.7% | +16.1% | +22.4% |
| YTD | +67.0% | -1.7% | +68.8% | +65.9% |
| 1Y | +120.4% | -4.6% | +125.1% | +121.5% |
| All | +262.0% | +46.4% | +215.6% | +218.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling