-6.8%
AA vs MTSI
+208.2%
-215.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +9.0% | -3.2% | +1.9% |
| 7D | +4.8% | +3.5% | +1.3% | +2.1% |
| 30D | -0.6% | -30.3% | +29.7% | +14.0% |
| 3M | -16.3% | -26.0% | +9.7% | -8.6% |
| 6M | -33.4% | -36.1% | +2.7% | -23.8% |
| YTD | -20.7% | +34.3% | -55.0% | -40.8% |
| 1Y | +12.9% | +35.3% | -22.3% | -16.1% |
| 3Y | +75.7% | +217.6% | -141.9% | -26.4% |
| 5Y | -6.8% | +210.1% | -216.9% | -65.3% |
| All | -6.8% | +208.2% | -215.0% | -65.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling