+11.1%
AG vs MTSI
+183.3%
-172.2%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +10.8% | -9.0% | -1.9% |
| 7D | +6.3% | -10.0% | +16.3% | +9.1% |
| 30D | -8.9% | -37.2% | +28.2% | +5.2% |
| 3M | -12.2% | -30.1% | +17.9% | -3.4% |
| 6M | -28.3% | -31.9% | +3.6% | -21.8% |
| YTD | -8.8% | +23.2% | -32.0% | -20.9% |
| 1Y | +39.4% | +26.4% | +13.0% | +20.1% |
| 3Y | +229.4% | +186.2% | +43.3% | +105.1% |
| All | +11.1% | +183.3% | -172.2% | -38.7% |
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