+539.5%
MTSI vs AEE
+185.4%
+354.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +1.9% |
| 7D | +4.9% | +1.3% | +3.6% | +4.5% |
| 30D | -11.6% | -1.2% | -10.3% | -11.3% |
| 3M | -24.1% | +1.0% | -25.1% | -24.6% |
| 6M | +32.4% | -2.3% | +34.7% | +32.5% |
| YTD | +60.4% | +9.1% | +51.3% | +55.4% |
| 1Y | +111.0% | +10.6% | +100.4% | +103.3% |
| 3Y | +246.1% | +48.5% | +197.6% | +198.6% |
| 5Y | +340.3% | +39.9% | +300.5% | +283.8% |
| 10Y | +539.5% | +185.7% | +353.8% | +424.9% |
| All | +539.5% | +185.4% | +354.1% | +424.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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