+70.7%
AA vs MTSI
+224.7%
-154.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.5% | -5.6% | -3.5% |
| 7D | -0.7% | +1.4% | -2.1% | -1.3% |
| 30D | +5.0% | +2.1% | +2.9% | +2.5% |
| 3M | -35.8% | -29.7% | -6.1% | -27.1% |
| 6M | -18.4% | +12.5% | -30.9% | -27.1% |
| YTD | -5.5% | +57.0% | -62.5% | -29.5% |
| 1Y | +61.0% | +103.9% | -43.0% | +4.3% |
| All | +70.7% | +224.7% | -154.0% | -18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling