-35.2%
AAL vs MTSI
+206.4%
-241.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.6% | +4.5% | +0.8% |
| 7D | -0.1% | +10.0% | -10.1% | -3.4% |
| 30D | +11.7% | -20.3% | +32.0% | +18.0% |
| 3M | -12.5% | -24.4% | +11.9% | -7.4% |
| 6M | +3.6% | -39.2% | +42.8% | +16.6% |
| YTD | -14.1% | +35.5% | -49.6% | -33.3% |
| 1Y | +0.8% | +43.0% | -42.3% | -24.0% |
| 3Y | +11.8% | +196.3% | -184.5% | -46.8% |
| All | -35.2% | +206.4% | -241.6% | -74.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling