+33.4%
AG vs MTSI
+59.5%
-26.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -1.0% | +10.2% | +9.5% |
| 7D | -2.6% | -10.7% | +8.1% | +1.1% |
| 30D | -12.1% | -29.0% | +16.9% | -2.2% |
| 3M | -6.6% | -14.7% | +8.1% | -4.2% |
| 6M | -20.5% | -20.1% | -0.4% | -17.3% |
| YTD | -7.4% | +36.1% | -43.6% | -24.7% |
| 1Y | +33.4% | +61.7% | -28.4% | 0.0% |
| All | +33.4% | +59.5% | -26.1% | 0.0% |
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