+111.0%
MTSI vs AGI
+11.7%
+99.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +2.5% |
| 7D | +4.9% | +4.4% | +0.5% | +3.9% |
| 30D | -11.6% | +10.0% | -21.5% | -13.5% |
| 3M | -24.1% | +1.7% | -25.8% | -25.0% |
| 6M | +32.4% | -26.8% | +59.2% | +38.7% |
| YTD | +60.4% | -5.3% | +65.8% | +59.9% |
| 1Y | +111.0% | +11.5% | +99.5% | +95.2% |
| All | +111.0% | +11.7% | +99.3% | +95.2% |
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