+451.3%
MTSI vs ALB
+33.3%
+417.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.9% | +9.9% | +10.5% |
| 7D | -10.0% | +9.1% | -19.1% | -13.4% |
| 30D | -37.2% | -3.4% | -33.8% | -36.5% |
| 3M | -30.1% | -20.6% | -9.5% | -24.3% |
| 6M | -31.9% | -48.2% | +16.3% | -13.0% |
| YTD | +23.2% | -29.2% | +52.4% | +35.6% |
| 1Y | +26.4% | +10.0% | +16.4% | +15.5% |
| 3Y | +186.2% | -12.9% | +199.1% | +151.0% |
| 5Y | +187.0% | -61.3% | +248.3% | +242.2% |
| All | +451.3% | +33.3% | +417.9% | +244.7% |
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