+217.6%
MTSI vs SFM
+23.1%
+194.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.0% | +8.0% | +8.9% |
| 7D | +3.5% | -10.2% | +13.7% | +4.3% |
| 30D | -30.3% | -23.9% | -6.4% | -29.1% |
| 3M | -26.0% | -42.3% | +16.3% | -22.5% |
| 6M | -36.1% | -40.1% | +4.1% | -33.6% |
| YTD | +34.3% | -37.8% | +72.1% | +38.1% |
| 1Y | +35.3% | -37.1% | +72.4% | +38.6% |
| 3Y | +217.6% | +21.5% | +196.1% | +195.1% |
| All | +217.6% | +23.1% | +194.5% | +195.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling