+218.0%
MTSI vs SFM
+100.9%
+117.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.4% |
| 7D | -3.8% | -6.9% | +3.1% | -3.1% |
| 30D | -31.4% | -25.0% | -6.4% | -29.7% |
| 3M | -23.8% | -42.7% | +19.0% | -19.3% |
| 6M | -37.1% | -41.0% | +3.9% | -34.0% |
| YTD | +32.2% | -38.7% | +70.9% | +37.1% |
| 1Y | +26.9% | -38.1% | +65.1% | +31.3% |
| 3Y | +193.7% | +19.3% | +174.4% | +173.1% |
| 5Y | +218.0% | +103.1% | +114.9% | +197.4% |
| All | +218.0% | +100.9% | +117.1% | +197.4% |
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