+25.2%
ABT vs MTSI
+210.0%
-184.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | -0.1% |
| 7D | +1.0% | -3.8% | +4.8% | +1.0% |
| 30D | +11.6% | -31.4% | +43.0% | +9.7% |
| 3M | +2.3% | -23.8% | +26.1% | +1.4% |
| 6M | +32.7% | -37.1% | +69.8% | +31.1% |
| YTD | -9.6% | +32.2% | -41.9% | -9.5% |
| 1Y | -10.1% | +26.9% | -37.0% | -10.1% |
| 3Y | +25.2% | +193.7% | -168.5% | +21.2% |
| All | +25.2% | +210.0% | -184.8% | +21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling