+320.4%
MTSI vs AIG
+54.7%
+265.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.7% |
| 7D | +1.4% | -0.9% | +2.3% | +1.7% |
| 30D | +2.1% | -4.9% | +7.0% | +3.7% |
| 3M | -29.7% | +4.5% | -34.2% | -31.6% |
| 6M | +12.5% | -1.4% | +14.0% | +11.8% |
| YTD | +57.0% | -9.8% | +66.8% | +61.5% |
| 1Y | +103.9% | -4.5% | +108.4% | +102.8% |
| 3Y | +223.6% | +37.4% | +186.1% | +163.5% |
| All | +320.4% | +54.7% | +265.7% | +216.8% |
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