+28.9%
MTSI vs AGI
+1.7%
+27.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.4% | +6.6% | +8.5% |
| 7D | +3.5% | +17.4% | -13.9% | -0.3% |
| 30D | -30.3% | -0.9% | -29.4% | -30.1% |
| 3M | -26.0% | -1.6% | -24.4% | -25.8% |
| 6M | -36.1% | -24.7% | -11.4% | -33.0% |
| YTD | +34.3% | -15.3% | +49.5% | +37.9% |
| All | +28.9% | +1.7% | +27.2% | +21.8% |
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