+471.4%
MTSI vs AFL
+348.2%
+123.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.9% | +8.1% | +8.6% |
| 7D | +3.5% | +0.5% | +3.0% | +3.1% |
| 30D | -30.3% | +9.3% | -39.6% | -33.5% |
| 3M | -26.0% | +1.0% | -27.0% | -26.9% |
| 6M | -36.1% | +11.8% | -47.9% | -40.5% |
| YTD | +34.3% | +15.3% | +19.0% | +22.5% |
| 1Y | +35.3% | +12.1% | +23.2% | +25.0% |
| 3Y | +217.6% | +65.0% | +152.7% | +133.1% |
| 5Y | +210.1% | +149.1% | +61.0% | +80.1% |
| 10Y | +471.4% | +340.9% | +130.5% | +157.3% |
| All | +471.4% | +348.2% | +123.3% | +157.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling