+451.3%
MTSI vs SFM
+138.2%
+313.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -4.8% | +15.7% | +11.4% |
| 7D | -10.0% | -1.2% | -8.8% | -10.0% |
| 30D | -37.2% | -24.8% | -12.4% | -35.5% |
| 3M | -30.1% | -43.7% | +13.6% | -25.6% |
| 6M | -31.9% | -37.3% | +5.4% | -29.0% |
| YTD | +23.2% | -38.4% | +61.5% | +28.0% |
| 1Y | +26.4% | -36.9% | +63.3% | +30.7% |
| 3Y | +186.2% | +20.7% | +165.5% | +168.1% |
| 5Y | +187.0% | +103.5% | +83.6% | +146.8% |
| All | +451.3% | +138.2% | +313.1% | +347.7% |
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