+512.7%
MTSI vs ALB
+35.3%
+477.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.1% | +9.2% | +9.9% |
| 7D | +7.2% | +1.1% | +6.1% | +6.4% |
| 30D | -18.4% | -2.6% | -15.9% | -17.8% |
| 3M | -16.7% | -25.6% | +8.9% | -7.4% |
| 6M | -31.7% | -54.0% | +22.3% | -8.6% |
| YTD | +45.9% | -31.6% | +77.5% | +62.8% |
| 1Y | +47.0% | -6.6% | +53.5% | +43.5% |
| 3Y | +224.1% | -14.0% | +238.1% | +184.9% |
| 5Y | +238.5% | -62.5% | +301.1% | +308.9% |
| 10Y | +512.7% | +36.3% | +476.4% | +248.5% |
| All | +512.7% | +35.3% | +477.4% | +248.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling