+103.9%
MTSI vs ABCL
+186.8%
-82.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +3.6% |
| 7D | +1.4% | +0.7% | +0.7% | +1.3% |
| 30D | +2.1% | +93.1% | -91.0% | -8.1% |
| 3M | -29.7% | +79.4% | -109.2% | -36.5% |
| 6M | +12.5% | +214.9% | -202.3% | -9.1% |
| YTD | +57.0% | +234.2% | -177.2% | +24.6% |
| 1Y | +103.9% | +174.8% | -70.8% | +71.7% |
| All | +103.9% | +186.8% | -82.9% | +71.7% |
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