+320.4%
MTSI vs SFM
+230.0%
+90.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.9% | +0.6% | +3.1% |
| 7D | +1.4% | -0.1% | +1.5% | +1.4% |
| 30D | +2.1% | -4.4% | +6.5% | +2.6% |
| 3M | -29.7% | +1.5% | -31.3% | -30.2% |
| 6M | +12.5% | +6.5% | +6.1% | +10.3% |
| YTD | +57.0% | +2.2% | +54.9% | +54.7% |
| 1Y | +103.9% | -41.9% | +145.8% | +121.0% |
| 3Y | +223.6% | +106.8% | +116.8% | +185.2% |
| All | +320.4% | +230.0% | +90.4% | +254.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling