+7.7%
AG vs MTSI
+247.2%
-239.5%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +10.3% | -11.5% | -4.6% |
| 7D | -4.0% | +7.2% | -11.2% | -7.3% |
| 30D | -13.1% | -18.4% | +5.4% | -8.2% |
| 3M | -22.0% | -16.7% | -5.3% | -19.4% |
| 6M | -37.3% | -31.7% | -5.5% | -31.3% |
| YTD | -11.2% | +45.9% | -57.0% | -27.5% |
| 1Y | +23.9% | +47.0% | -23.0% | +1.1% |
| 3Y | +225.1% | +224.1% | +1.1% | +92.5% |
| 5Y | +7.7% | +238.5% | -230.8% | -44.9% |
| All | +7.7% | +247.2% | -239.5% | -44.9% |
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