+539.5%
MTSI vs AFL
+294.8%
+244.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +3.0% |
| 7D | +4.9% | -0.7% | +5.6% | +5.2% |
| 30D | -11.6% | -7.1% | -4.5% | -8.5% |
| 3M | -24.1% | +0.4% | -24.5% | -24.9% |
| 6M | +32.4% | +4.5% | +27.9% | +27.8% |
| YTD | +60.4% | +6.1% | +54.4% | +53.3% |
| 1Y | +111.0% | +10.6% | +100.4% | +96.8% |
| 3Y | +246.1% | +64.0% | +182.1% | +154.6% |
| 5Y | +340.3% | +133.7% | +206.6% | +164.2% |
| 10Y | +539.5% | +298.0% | +241.5% | +191.8% |
| All | +539.5% | +294.8% | +244.7% | +191.8% |
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