+67.2%
AG vs MTSI
+320.9%
-253.7%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.5% | -5.4% | -3.2% |
| 7D | +1.0% | +1.4% | -0.4% | +0.4% |
| 30D | +19.2% | +2.1% | +17.1% | +16.7% |
| 3M | +6.2% | -29.7% | +35.9% | +18.4% |
| 6M | -26.7% | +12.5% | -39.2% | -31.9% |
| YTD | +26.1% | +57.0% | -30.9% | +3.4% |
| 1Y | +131.7% | +103.9% | +27.7% | +73.3% |
| 3Y | +255.3% | +223.6% | +31.8% | +118.0% |
| All | +67.2% | +320.9% | -253.7% | -12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling