+26.0%
AG vs MTSI
+30.7%
-4.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.5% | -4.3% | -5.4% |
| 7D | +6.0% | -3.8% | +9.8% | +6.5% |
| 30D | -13.5% | -31.4% | +17.8% | -3.0% |
| 3M | -20.7% | -23.8% | +3.1% | -15.2% |
| 6M | -31.5% | -37.1% | +5.5% | -21.8% |
| YTD | -10.1% | +32.2% | -42.4% | -31.6% |
| 1Y | +26.0% | +26.9% | -0.9% | -0.2% |
| All | +26.0% | +30.7% | -4.7% | -0.2% |
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 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