+103.9%
MTSI vs AEIS
+93.3%
+10.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.4% | +1.1% | +1.9% |
| 7D | +1.4% | +3.0% | -1.6% | -0.5% |
| 30D | +2.1% | -14.6% | +16.7% | +12.9% |
| 3M | -29.7% | -12.4% | -17.3% | -23.8% |
| 6M | +12.5% | -15.0% | +27.5% | +20.9% |
| YTD | +57.0% | +34.3% | +22.7% | +33.1% |
| 1Y | +103.9% | +87.4% | +16.6% | +58.1% |
| All | +103.9% | +93.3% | +10.6% | +58.1% |
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