-9.8%
ABT vs MTSI
+38.8%
-48.6%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +10.8% | -14.1% | -2.2% |
| 7D | +3.5% | -10.0% | +13.5% | +2.8% |
| 30D | +12.0% | -37.2% | +49.2% | +7.9% |
| 3M | +2.5% | -30.1% | +32.5% | 0.0% |
| 6M | +29.1% | -31.9% | +61.0% | +24.8% |
| YTD | -10.1% | +23.2% | -33.3% | -11.7% |
| 1Y | -9.8% | +26.4% | -36.2% | -11.9% |
| All | -9.8% | +38.8% | -48.6% | -11.9% |
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