+1,002.1%
MTSI vs AGI
+113.8%
+888.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.3% | +3.8% | -1.0% |
| 7D | -3.8% | +13.9% | -17.7% | -5.2% |
| 30D | -31.4% | -6.2% | -25.2% | -31.0% |
| 3M | -23.8% | -6.9% | -16.8% | -23.3% |
| 6M | -37.1% | -28.7% | -8.3% | -35.3% |
| YTD | +32.2% | -19.8% | +52.0% | +33.9% |
| 1Y | +26.9% | -4.8% | +31.7% | +26.5% |
| 3Y | +193.7% | +144.3% | +49.4% | +167.9% |
| 5Y | +218.0% | +277.2% | -59.2% | +178.1% |
| 10Y | +477.8% | +365.9% | +111.9% | +385.8% |
| All | +1,002.1% | +113.8% | +888.3% | +823.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling