+926.7%
MTSI vs AFL
+658.3%
+268.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.7% | +12.6% | +11.7% |
| 7D | -10.0% | +0.1% | -10.1% | -10.3% |
| 30D | -37.2% | +10.0% | -47.2% | -40.6% |
| 3M | -30.1% | -1.6% | -28.5% | -30.2% |
| 6M | -31.9% | +10.5% | -42.4% | -36.7% |
| YTD | +23.2% | +14.3% | +8.9% | +11.9% |
| 1Y | +26.4% | +11.4% | +15.0% | +16.2% |
| 3Y | +186.2% | +62.4% | +123.7% | +106.6% |
| 5Y | +187.0% | +144.8% | +42.3% | +61.7% |
| 10Y | +460.4% | +356.2% | +104.2% | +104.5% |
| All | +926.7% | +658.3% | +268.3% | +201.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling