+1,208.8%
MTSI vs AFL
+616.5%
+592.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.4% | +4.0% |
| 7D | +1.4% | +0.6% | +0.8% | +1.0% |
| 30D | +2.1% | -6.2% | +8.3% | +5.5% |
| 3M | -29.7% | +2.2% | -31.9% | -31.3% |
| 6M | +12.5% | +5.3% | +7.3% | +8.0% |
| YTD | +57.0% | +8.0% | +49.1% | +48.2% |
| 1Y | +103.9% | +10.2% | +93.7% | +89.7% |
| 3Y | +223.6% | +67.1% | +156.5% | +131.0% |
| 5Y | +321.6% | +135.6% | +186.0% | +143.7% |
| 10Y | +517.7% | +299.4% | +218.3% | +146.7% |
| All | +1,208.8% | +616.5% | +592.3% | +299.5% |
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