+257.6%
ALAB vs MTSI
+154.0%
+103.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.6% | +3.0% | +2.4% |
| 7D | +16.3% | +10.0% | +6.3% | +6.6% |
| 30D | -26.1% | -20.3% | -5.8% | -9.9% |
| 3M | -31.3% | -24.4% | -6.8% | -13.3% |
| 6M | -1.0% | -39.2% | +38.2% | +55.1% |
| YTD | +33.3% | +35.5% | -2.1% | +0.2% |
| 1Y | +53.5% | +43.0% | +10.5% | +10.2% |
| All | +257.6% | +154.0% | +103.6% | +60.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling