+183.6%
MTSI vs AIG
+47.6%
+136.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -3.9% | +14.8% | +11.9% |
| 7D | -10.0% | -5.1% | -4.9% | -8.8% |
| 30D | -37.2% | +2.8% | -40.0% | -38.1% |
| 3M | -30.1% | -2.1% | -27.9% | -30.1% |
| 6M | -31.9% | +1.4% | -33.3% | -33.4% |
| YTD | +23.2% | -7.4% | +30.5% | +24.6% |
| 1Y | +26.4% | +4.4% | +22.0% | +20.6% |
| 3Y | +186.2% | +30.0% | +156.2% | +139.9% |
| All | +183.6% | +47.6% | +136.0% | +117.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling