-8.2%
AAL vs MTSI
+224.7%
-232.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.5% | -2.2% | +0.2% |
| 7D | -3.7% | +1.4% | -5.1% | -4.1% |
| 30D | -20.8% | +2.1% | -22.9% | -22.1% |
| 3M | -1.3% | -29.7% | +28.5% | +8.0% |
| 6M | +5.4% | +12.5% | -7.2% | -2.9% |
| YTD | -14.4% | +57.0% | -71.4% | -30.7% |
| 1Y | +2.1% | +103.9% | -101.8% | -26.3% |
| All | -8.2% | +224.7% | -232.9% | -48.8% |
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 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