+23.4%
AG vs MTSI
+1,308.1%
-1,284.7%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.5% | -5.4% | -2.7% |
| 7D | +1.0% | +1.4% | -0.4% | +0.7% |
| 30D | +19.2% | +2.1% | +17.1% | +17.8% |
| 3M | +6.2% | -29.7% | +35.9% | +13.6% |
| 6M | -26.7% | +12.5% | -39.2% | -29.5% |
| YTD | +26.1% | +57.0% | -30.9% | +12.7% |
| 1Y | +131.7% | +103.9% | +27.7% | +96.2% |
| 3Y | +255.3% | +223.6% | +31.8% | +169.7% |
| 5Y | +61.9% | +321.6% | -259.6% | +14.8% |
| 10Y | +72.0% | +517.7% | -445.7% | +4.1% |
| All | +23.4% | +1,308.1% | -1,284.7% | -39.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling