+61.7%
MTSI vs AEIS
+6.2%
+55.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -11.1% | +10.1% | +6.6% |
| 7D | -10.7% | -12.7% | +2.0% | -2.6% |
| 30D | -29.0% | -28.8% | -0.2% | -10.4% |
| 3M | -14.7% | -38.0% | +23.3% | +17.7% |
| 6M | -20.1% | -45.3% | +25.2% | +15.1% |
| YTD | +36.1% | +1.1% | +35.0% | +43.6% |
| 1Y | +61.7% | +8.6% | +53.1% | +67.3% |
| All | +61.7% | +6.2% | +55.5% | +67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 1y: compounded portfolio wealth divided by compounded AEIS 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…
1y analysis · Full analysis span regression · 6 months rolling