+1,208.8%
MTSI vs AEIS
+2,169.8%
-961.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.4% | +1.1% | +2.0% |
| 7D | +1.4% | +3.0% | -1.6% | -0.4% |
| 30D | +2.1% | -14.6% | +16.7% | +12.3% |
| 3M | -29.7% | -12.4% | -17.3% | -24.3% |
| 6M | +12.5% | -15.0% | +27.5% | +22.1% |
| YTD | +57.0% | +34.3% | +22.7% | +29.2% |
| 1Y | +103.9% | +87.4% | +16.6% | +36.3% |
| 3Y | +223.6% | +139.8% | +83.8% | +81.7% |
| 5Y | +321.6% | +220.7% | +100.8% | +99.7% |
| 10Y | +517.7% | +531.6% | -13.9% | +102.9% |
| All | +1,208.8% | +2,169.8% | -961.1% | +205.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling