-36.4%
AAL vs MTSI
+208.2%
-244.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +9.0% | -1.6% | +4.4% |
| 7D | +8.3% | +3.5% | +4.7% | +6.1% |
| 30D | +11.0% | -30.3% | +41.3% | +23.2% |
| 3M | -11.2% | -26.0% | +14.8% | -5.0% |
| 6M | +6.1% | -36.1% | +42.2% | +16.9% |
| YTD | -7.6% | +34.3% | -41.9% | -27.8% |
| 1Y | +3.7% | +35.3% | -31.5% | -19.7% |
| 3Y | +20.5% | +217.6% | -197.1% | -44.7% |
| 5Y | -36.4% | +210.1% | -246.5% | -74.8% |
| All | -36.4% | +208.2% | -244.6% | -74.8% |
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 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