-40.8%
AAL vs MTSI
+183.3%
-224.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +10.8% | -8.9% | -1.7% |
| 7D | +4.6% | -10.0% | +14.6% | +7.4% |
| 30D | +2.6% | -37.2% | +39.8% | +17.9% |
| 3M | -17.8% | -30.1% | +12.3% | -10.5% |
| 6M | +1.9% | -31.9% | +33.8% | +8.2% |
| YTD | -14.0% | +23.2% | -37.2% | -30.9% |
| 1Y | +0.2% | +26.4% | -26.2% | -20.8% |
| 3Y | +13.0% | +186.2% | -173.1% | -46.1% |
| All | -40.8% | +183.3% | -224.1% | -75.8% |
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