+1,564.3%
MTSI vs SFM
+132.6%
+1,431.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.9% | +0.6% | +3.0% |
| 7D | +1.4% | -0.1% | +1.5% | +1.4% |
| 30D | +2.1% | -4.4% | +6.5% | +2.7% |
| 3M | -29.7% | +1.5% | -31.3% | -30.3% |
| 6M | +12.5% | +6.5% | +6.1% | +10.1% |
| YTD | +57.0% | +2.2% | +54.9% | +54.3% |
| 1Y | +103.9% | -41.9% | +145.8% | +119.6% |
| 3Y | +223.6% | +106.8% | +116.8% | +176.3% |
| 5Y | +321.6% | +231.6% | +90.0% | +223.9% |
| 10Y | +517.7% | +258.4% | +259.3% | +335.6% |
| All | +1,564.3% | +132.6% | +1,431.7% | +1,305.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling