-68.6%
AAL vs MTSI
+465.0%
-533.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.6% | +4.5% | +0.4% |
| 7D | -0.1% | +10.0% | -10.1% | -2.7% |
| 30D | +11.7% | -20.3% | +32.0% | +16.7% |
| 3M | -12.5% | -24.4% | +11.9% | -8.4% |
| 6M | +3.6% | -39.2% | +42.8% | +13.3% |
| YTD | -14.1% | +35.5% | -49.6% | -26.5% |
| 1Y | +0.8% | +43.0% | -42.3% | -15.3% |
| 3Y | +11.8% | +196.3% | -184.5% | -26.1% |
| 5Y | -35.1% | +210.0% | -245.1% | -58.6% |
| All | -68.6% | +465.0% | -533.6% | -85.7% |
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