+10.9%
AAL vs MTSI
+153.8%
-142.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -18.4% | +13.2% | -0.5% |
| 7D | +1.2% | -24.6% | +25.8% | +8.1% |
| 30D | -0.5% | -45.7% | +45.2% | +15.2% |
| 3M | -22.0% | -27.7% | +5.7% | -18.2% |
| 6M | +4.5% | -37.3% | +41.8% | +12.0% |
| YTD | -15.7% | +11.1% | -26.8% | -27.3% |
| 1Y | -3.7% | +27.2% | -30.8% | -21.8% |
| All | +10.9% | +153.8% | -142.9% | -36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling