-67.1%
AAL vs MTSI
+448.7%
-515.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +10.8% | -8.9% | -0.9% |
| 7D | +4.6% | -10.0% | +14.6% | +6.8% |
| 30D | +2.6% | -37.2% | +39.8% | +14.3% |
| 3M | -17.8% | -30.1% | +12.3% | -12.0% |
| 6M | +1.9% | -31.9% | +33.8% | +7.5% |
| YTD | -14.0% | +23.2% | -37.2% | -24.4% |
| 1Y | +0.2% | +26.4% | -26.2% | -12.8% |
| 3Y | +13.0% | +186.2% | -173.1% | -24.6% |
| 5Y | -39.6% | +187.0% | -226.6% | -60.6% |
| All | -67.1% | +448.7% | -515.8% | -84.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling