+512.7%
MTSI vs AEE
+216.2%
+296.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.4% | +10.7% | +10.4% |
| 7D | +7.2% | +0.2% | +7.0% | +7.2% |
| 30D | -18.4% | +9.7% | -28.2% | -20.7% |
| 3M | -16.7% | +5.8% | -22.5% | -18.1% |
| 6M | -31.7% | +4.5% | -36.2% | -33.0% |
| YTD | +45.9% | +15.8% | +30.0% | +38.7% |
| 1Y | +47.0% | +10.8% | +36.2% | +41.6% |
| 3Y | +224.1% | +62.8% | +161.3% | +170.9% |
| 5Y | +238.5% | +56.1% | +182.4% | +183.8% |
| 10Y | +512.7% | +216.4% | +296.3% | +433.2% |
| All | +512.7% | +216.2% | +296.5% | +433.2% |
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