+20.6%
MTSI vs AAOX
-55.7%
+76.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -6.2% | +10.3% | +4.9% |
| 7D | +11.1% | +8.3% | +2.7% | +9.8% |
| 30D | -3.7% | -41.8% | +38.2% | +1.4% |
| 3M | -20.2% | -73.3% | +53.0% | -15.4% |
| All | +20.6% | -55.7% | +76.4% | +14.3% |
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 · Available span rolling