+8.6%
AA vs MTSI
+38.8%
-30.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +10.8% | -7.9% | +0.2% |
| 7D | +0.9% | -10.0% | +10.9% | +3.0% |
| 30D | -6.7% | -37.2% | +30.5% | +3.7% |
| 3M | -16.3% | -30.1% | +13.7% | -10.4% |
| 6M | -37.1% | -31.9% | -5.2% | -32.3% |
| YTD | -25.0% | +23.2% | -48.2% | -37.2% |
| 1Y | +8.6% | +26.4% | -17.8% | -12.0% |
| All | +8.6% | +38.8% | -30.2% | -12.0% |
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 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