+183.6%
MTSI vs ABCL
-21.8%
+205.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +6.7% | +4.1% | +9.5% |
| 7D | -10.0% | -3.2% | -6.8% | -9.1% |
| 30D | -37.2% | -7.4% | -29.8% | -35.9% |
| 3M | -30.1% | +81.9% | -112.0% | -38.4% |
| 6M | -31.9% | +135.7% | -167.6% | -44.1% |
| YTD | +23.2% | +247.4% | -224.2% | -7.8% |
| 1Y | +26.4% | +162.3% | -135.9% | -0.2% |
| 3Y | +186.2% | +165.5% | +20.7% | +106.6% |
| All | +183.6% | -21.8% | +205.4% | +151.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling