+123.8%
AA vs MTSI
+1,308.1%
-1,184.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.5% | -5.6% | -3.3% |
| 7D | -0.7% | +1.4% | -2.1% | -1.2% |
| 30D | +5.0% | +2.1% | +2.9% | +3.2% |
| 3M | -35.8% | -29.7% | -6.1% | -29.1% |
| 6M | -18.4% | +12.5% | -30.9% | -24.3% |
| YTD | -5.5% | +57.0% | -62.5% | -22.2% |
| 1Y | +61.0% | +103.9% | -43.0% | +21.1% |
| 3Y | +66.2% | +223.6% | -157.4% | +5.4% |
| 5Y | +11.4% | +321.6% | -310.2% | -35.5% |
| 10Y | +116.9% | +517.7% | -400.8% | -4.6% |
| All | +123.8% | +1,308.1% | -1,184.3% | -15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling