+72.5%
AA vs MTSI
+896.6%
-824.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -18.4% | +13.0% | +0.7% |
| 7D | -3.7% | -24.6% | +20.9% | +4.8% |
| 30D | -10.8% | -45.7% | +34.9% | +7.4% |
| 3M | -19.1% | -27.7% | +8.7% | -13.1% |
| 6M | -38.7% | -37.3% | -1.4% | -31.9% |
| YTD | -27.1% | +11.1% | -38.3% | -34.4% |
| 1Y | +8.3% | +27.2% | -18.8% | -6.9% |
| 3Y | +49.6% | +153.7% | -104.1% | +0.3% |
| 5Y | -15.5% | +159.0% | -174.5% | -44.3% |
| 10Y | +60.9% | +405.6% | -344.7% | -24.9% |
| All | +72.5% | +896.6% | -824.1% | -28.6% |
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