+103.9%
MTSI vs AGI
+17.6%
+86.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.9% | +5.4% | +3.8% |
| 7D | +1.4% | +0.6% | +0.8% | +1.2% |
| 30D | +2.1% | +18.2% | -16.1% | -1.7% |
| 3M | -29.7% | -4.1% | -25.6% | -29.5% |
| 6M | +12.5% | -28.7% | +41.2% | +18.2% |
| YTD | +57.0% | -4.0% | +61.0% | +56.1% |
| 1Y | +103.9% | +17.4% | +86.5% | +88.7% |
| All | +103.9% | +17.6% | +86.3% | +88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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