+228.6%
ABT vs MTSI
+539.0%
-310.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +10.3% | -11.4% | -1.9% |
| 7D | -5.4% | +7.2% | -12.6% | -6.2% |
| 30D | +8.0% | -18.4% | +26.4% | +9.3% |
| 3M | +0.2% | -16.7% | +16.9% | +0.7% |
| 6M | +34.1% | -31.7% | +65.9% | +36.3% |
| YTD | -10.6% | +45.9% | -56.5% | -17.2% |
| 1Y | -11.8% | +47.0% | -58.8% | -18.5% |
| 3Y | +23.9% | +224.1% | -200.2% | +0.1% |
| 5Y | -5.1% | +238.5% | -243.6% | -25.4% |
| 10Y | +228.6% | +512.7% | -284.1% | +106.7% |
| All | +228.6% | +539.0% | -310.4% | +106.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling