-3.0%
MTSI vs AAOX
-92.4%
+89.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +8.9% | +0.1% | +7.5% |
| 7D | +3.5% | -35.9% | +39.4% | +10.3% |
| 30D | -30.3% | -81.6% | +51.3% | -12.0% |
| 3M | -26.0% | -90.3% | +64.3% | -1.3% |
| 6M | -36.1% | -95.7% | +59.6% | -15.1% |
| All | -3.0% | -92.4% | +89.3% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 AAOX 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