+39.4%
AG vs MTSI
+38.8%
+0.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +10.8% | -9.0% | -1.7% |
| 7D | +6.3% | -10.0% | +16.3% | +9.1% |
| 30D | -8.9% | -37.2% | +28.2% | +5.3% |
| 3M | -12.2% | -30.1% | +17.9% | -3.3% |
| 6M | -28.3% | -31.9% | +3.6% | -21.7% |
| YTD | -8.8% | +23.2% | -32.0% | -29.3% |
| 1Y | +39.4% | +26.4% | +13.0% | +5.5% |
| All | +39.4% | +38.8% | +0.6% | +5.5% |
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