+61.7%
MTSI vs ABCL
+138.2%
-76.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.1% |
| 7D | -10.7% | -10.0% | -0.7% | -9.3% |
| 30D | -29.0% | -10.9% | -18.1% | -28.0% |
| 3M | -14.7% | +101.6% | -116.3% | -22.7% |
| 6M | -20.1% | +167.5% | -187.6% | -31.7% |
| YTD | +36.1% | +259.1% | -223.0% | +10.2% |
| 1Y | +61.7% | +152.2% | -90.4% | +40.8% |
| All | +61.7% | +138.2% | -76.5% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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