+106.9%
MTSI vs AJG
-17.2%
+124.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.4% | -4.4% | -5.1% |
| 7D | +4.8% | -8.5% | +13.3% | -1.5% |
| 30D | -9.2% | -3.8% | -5.4% | -11.0% |
| 3M | -23.1% | +10.8% | -33.9% | -17.2% |
| 6M | +23.5% | +15.6% | +7.9% | +36.4% |
| YTD | +59.1% | -5.1% | +64.2% | +61.0% |
| 1Y | +106.9% | -16.0% | +122.9% | +99.7% |
| All | +106.9% | -17.2% | +124.1% | +99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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