+111.0%
MTSI vs AIG
-3.1%
+114.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.2% | +1.3% |
| 7D | +4.9% | -1.6% | +6.5% | +4.2% |
| 30D | -11.6% | -5.2% | -6.4% | -13.4% |
| 3M | -24.1% | +1.5% | -25.5% | -23.7% |
| 6M | +32.4% | -3.9% | +36.4% | +31.7% |
| YTD | +60.4% | -11.6% | +72.0% | +59.4% |
| 1Y | +111.0% | -2.9% | +113.9% | +109.7% |
| All | +111.0% | -3.1% | +114.1% | +109.7% |
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