+45.0%
AA vs MTSI
+454.4%
-409.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.5% | -2.9% | -3.8% |
| 7D | +1.2% | -3.8% | +5.1% | +1.9% |
| 30D | -5.0% | -31.4% | +26.4% | +7.0% |
| 3M | -22.2% | -23.8% | +1.5% | -17.1% |
| 6M | -36.3% | -37.1% | +0.7% | -28.4% |
| YTD | -24.2% | +32.2% | -56.4% | -37.2% |
| 1Y | +3.9% | +26.9% | -23.1% | -12.7% |
| 3Y | +67.6% | +193.7% | -126.2% | -0.2% |
| 5Y | -8.8% | +218.0% | -226.9% | -48.0% |
| 10Y | +45.0% | +477.8% | -432.8% | -46.0% |
| All | +45.0% | +454.4% | -409.5% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 10y: compounded portfolio wealth divided by compounded MTSI 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…
10y analysis · Full analysis span regression · 6 months rolling