+296.5%
MTSI vs ABCL
-81.8%
+378.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -9.4% | -9.0% | -16.6% |
| 7D | -24.6% | -14.9% | -9.7% | -22.1% |
| 30D | -45.7% | -15.4% | -30.4% | -43.8% |
| 3M | -27.7% | +88.0% | -115.8% | -36.2% |
| 6M | -37.3% | +138.8% | -176.1% | -47.9% |
| YTD | +11.1% | +225.4% | -214.3% | -13.9% |
| 1Y | +27.2% | +137.3% | -110.1% | +3.9% |
| 3Y | +153.7% | +136.8% | +16.9% | +92.5% |
| 5Y | +159.0% | -26.2% | +185.2% | +128.6% |
| All | +296.5% | -81.8% | +378.2% | +293.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling