+196.3%
MTSI vs AGI
+127.5%
+68.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.1% | -5.5% |
| 7D | +10.0% | -10.1% | +20.1% | +12.6% |
| 30D | -20.3% | -6.5% | -13.8% | -19.3% |
| 3M | -24.4% | -12.8% | -11.6% | -22.4% |
| 6M | -39.2% | -34.3% | -4.9% | -34.0% |
| YTD | +35.5% | -25.6% | +61.1% | +41.2% |
| 1Y | +43.0% | -14.2% | +57.3% | +43.6% |
| 3Y | +196.3% | +127.3% | +69.0% | +127.5% |
| All | +196.3% | +127.5% | +68.8% | +127.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling