+43.0%
MTSI vs SFM
-36.8%
+79.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.3% | -6.9% | -5.4% |
| 7D | +10.0% | +6.0% | +3.9% | +10.6% |
| 30D | -20.3% | -19.5% | -0.9% | -21.5% |
| 3M | -24.4% | -37.0% | +12.6% | -26.6% |
| 6M | -39.2% | -41.0% | +1.8% | -40.8% |
| YTD | +35.5% | -34.6% | +70.1% | +34.8% |
| 1Y | +43.0% | -36.3% | +79.3% | +42.7% |
| All | +43.0% | -36.8% | +79.8% | +42.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling