+83.7%
AAL vs MTSI
+1,308.1%
-1,224.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.5% | -2.2% | +0.4% |
| 7D | -3.7% | +1.4% | -5.1% | -4.1% |
| 30D | -20.8% | +2.1% | -22.9% | -21.9% |
| 3M | -1.3% | -29.7% | +28.5% | +6.2% |
| 6M | +5.4% | +12.5% | -7.2% | -0.4% |
| YTD | -14.4% | +57.0% | -71.4% | -26.4% |
| 1Y | +2.1% | +103.9% | -101.8% | -18.7% |
| 3Y | -10.6% | +223.6% | -234.1% | -38.2% |
| 5Y | -32.2% | +321.6% | -353.8% | -56.6% |
| 10Y | -62.7% | +517.7% | -580.4% | -81.0% |
| All | +83.7% | +1,308.1% | -1,224.4% | -21.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling