+103.9%
MTSI vs AFL
+11.7%
+92.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.4% | +3.0% |
| 7D | +1.4% | +0.6% | +0.8% | +1.7% |
| 30D | +2.1% | -6.2% | +8.3% | -1.1% |
| 3M | -29.7% | +2.2% | -31.9% | -29.1% |
| 6M | +12.5% | +5.3% | +7.3% | +13.3% |
| YTD | +57.0% | +8.0% | +49.1% | +59.3% |
| 1Y | +103.9% | +10.2% | +93.7% | +105.2% |
| All | +103.9% | +11.7% | +92.2% | +105.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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