+512.7%
MTSI vs SFM
+140.8%
+371.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +3.5% | +6.9% | +9.9% |
| 7D | +7.2% | -7.1% | +14.2% | +8.2% |
| 30D | -18.4% | -21.4% | +3.0% | -16.7% |
| 3M | -16.7% | -40.1% | +23.4% | -12.1% |
| 6M | -31.7% | -38.0% | +6.3% | -28.6% |
| YTD | +45.9% | -36.5% | +82.4% | +51.1% |
| 1Y | +47.0% | -35.2% | +82.2% | +51.6% |
| 3Y | +224.1% | +23.5% | +200.6% | +203.0% |
| 5Y | +238.5% | +109.7% | +128.8% | +190.2% |
| 10Y | +512.7% | +132.6% | +380.1% | +386.6% |
| All | +512.7% | +140.8% | +371.9% | +386.6% |
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