+26.9%
MTSI vs AIG
+10.1%
+16.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.4% | -4.9% | +0.6% |
| 7D | -3.8% | +2.2% | -6.0% | -2.5% |
| 30D | -31.4% | +6.9% | -38.2% | -28.4% |
| 3M | -23.8% | +6.8% | -30.5% | -20.3% |
| 6M | -37.1% | +9.2% | -46.3% | -32.9% |
| YTD | +32.2% | -1.9% | +34.1% | +39.3% |
| 1Y | +26.9% | +9.7% | +17.3% | +36.5% |
| All | +26.9% | +10.1% | +16.8% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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