+24.5%
ALAB vs MTSI
+59.5%
-35.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -3.6% |
| 7D | -24.9% | -10.7% | -14.2% | -17.1% |
| 30D | -38.4% | -29.0% | -9.4% | -18.1% |
| 3M | -38.3% | -14.7% | -23.6% | -31.3% |
| 6M | +10.9% | -20.1% | +31.0% | +38.8% |
| YTD | +34.2% | +36.1% | -1.9% | +24.6% |
| 1Y | +24.5% | +61.7% | -37.2% | +17.7% |
| All | +24.5% | +59.5% | -35.0% | +17.7% |
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 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