+471.4%
MTSI vs SFM
+146.8%
+324.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.0% | +8.0% | +8.9% |
| 7D | +3.5% | -10.2% | +13.7% | +4.8% |
| 30D | -30.3% | -23.9% | -6.4% | -28.5% |
| 3M | -26.0% | -42.3% | +16.3% | -21.6% |
| 6M | -36.1% | -40.1% | +4.1% | -32.9% |
| YTD | +34.3% | -37.8% | +72.1% | +39.4% |
| 1Y | +35.3% | -37.1% | +72.4% | +40.0% |
| 3Y | +217.6% | +21.5% | +196.1% | +197.4% |
| 5Y | +210.1% | +103.8% | +106.3% | +166.7% |
| 10Y | +471.4% | +142.0% | +329.5% | +366.4% |
| All | +471.4% | +146.8% | +324.6% | +366.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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