+1,208.8%
MTSI vs AJG
+902.1%
+306.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.0% | +4.2% |
| 7D | +1.4% | -1.8% | +3.2% | +2.2% |
| 30D | +2.1% | +4.6% | -2.6% | -0.7% |
| 3M | -29.7% | +24.9% | -54.6% | -39.5% |
| 6M | +12.5% | +17.2% | -4.7% | -0.8% |
| YTD | +57.0% | +2.2% | +54.9% | +48.1% |
| 1Y | +103.9% | -11.5% | +115.4% | +107.6% |
| 3Y | +223.6% | +16.7% | +206.9% | +156.8% |
| 5Y | +321.6% | +89.6% | +231.9% | +126.4% |
| 10Y | +517.7% | +512.4% | +5.3% | +34.2% |
| All | +1,208.8% | +902.1% | +306.7% | +104.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling