+1.8%
AA vs MTSI
+43.1%
-41.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.0% |
| 7D | +5.3% | +29.1% | -23.8% | -1.3% |
| 30D | -2.3% | -20.4% | +18.1% | +2.2% |
| 3M | -20.8% | -20.9% | +0.1% | -17.8% |
| 6M | -39.8% | -32.3% | -7.6% | -35.2% |
| YTD | -23.3% | +43.5% | -66.8% | -37.1% |
| 1Y | +1.8% | +43.8% | -42.0% | -17.9% |
| All | +1.8% | +43.1% | -41.3% | -17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling