+43.8%
MTSI vs AFL
+13.5%
+30.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.2% | -2.1% |
| 7D | +29.1% | +0.2% | +28.9% | +29.4% |
| 30D | -20.4% | +8.6% | -29.0% | -13.8% |
| 3M | -20.9% | +5.3% | -26.2% | -15.6% |
| 6M | -32.3% | +10.0% | -42.3% | -25.8% |
| YTD | +43.5% | +16.5% | +27.0% | +61.6% |
| 1Y | +43.8% | +12.7% | +31.1% | +62.0% |
| All | +43.8% | +13.5% | +30.3% | +62.0% |
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