-14.8%
AA vs MTSI
+183.3%
-198.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +10.8% | -7.9% | -1.8% |
| 7D | +0.9% | -10.0% | +10.9% | +4.4% |
| 30D | -6.7% | -37.2% | +30.5% | +11.9% |
| 3M | -16.3% | -30.1% | +13.7% | -6.4% |
| 6M | -37.1% | -31.9% | -5.2% | -31.1% |
| YTD | -25.0% | +23.2% | -48.2% | -41.9% |
| 1Y | +8.6% | +26.4% | -17.8% | -17.1% |
| 3Y | +57.2% | +186.2% | -128.9% | -30.9% |
| All | -14.8% | +183.3% | -198.1% | -67.0% |
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 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