+232.9%
ABT vs MTSI
+448.7%
-215.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +10.8% | -14.1% | -4.1% |
| 7D | +3.5% | -10.0% | +13.5% | +4.2% |
| 30D | +12.0% | -37.2% | +49.2% | +15.9% |
| 3M | +2.5% | -30.1% | +32.5% | +4.5% |
| 6M | +29.1% | -31.9% | +61.0% | +30.5% |
| YTD | -10.1% | +23.2% | -33.3% | -15.5% |
| 1Y | -9.8% | +26.4% | -36.2% | -15.7% |
| 3Y | +23.3% | +186.2% | -162.9% | +0.5% |
| 5Y | -2.4% | +187.0% | -189.4% | -22.0% |
| All | +232.9% | +448.7% | -215.9% | +108.3% |
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