-5.9%
ABT vs MTSI
+59.5%
-65.4%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.0% | +6.6% | +5.5% |
| 7D | +12.5% | -10.7% | +23.2% | +11.4% |
| 30D | +16.1% | -29.0% | +45.1% | +12.9% |
| 3M | +10.2% | -14.7% | +24.9% | +9.2% |
| 6M | +33.7% | -20.1% | +53.8% | +30.1% |
| YTD | -5.5% | +36.1% | -41.6% | -7.1% |
| 1Y | -5.9% | +61.7% | -67.6% | -7.5% |
| All | -5.9% | +59.5% | -65.4% | -7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling