+183.6%
MTSI vs AEE
+52.8%
+130.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | 0.0% | +10.8% | +10.8% |
| 7D | -10.0% | +2.1% | -12.1% | -10.2% |
| 30D | -37.2% | +11.4% | -48.6% | -38.0% |
| 3M | -30.1% | +5.0% | -35.0% | -30.4% |
| 6M | -31.9% | +4.4% | -36.3% | -32.4% |
| YTD | +23.2% | +15.4% | +7.8% | +20.2% |
| 1Y | +26.4% | +13.8% | +12.6% | +23.6% |
| 3Y | +186.2% | +58.0% | +128.1% | +160.8% |
| All | +183.6% | +52.8% | +130.7% | +150.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling