+52.8%
AA vs MTSI
+153.8%
-101.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -18.4% | +13.0% | +1.4% |
| 7D | -3.7% | -24.6% | +20.9% | +6.0% |
| 30D | -10.8% | -45.7% | +34.9% | +10.2% |
| 3M | -19.1% | -27.7% | +8.7% | -12.8% |
| 6M | -38.7% | -37.3% | -1.4% | -31.4% |
| YTD | -27.1% | +11.1% | -38.3% | -39.7% |
| 1Y | +8.3% | +27.2% | -18.8% | -16.5% |
| All | +52.8% | +153.8% | -101.0% | -25.7% |
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