+217.6%
MTSI vs ALB
-13.4%
+231.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.1% | +9.1% | +9.1% |
| 7D | +3.5% | +9.5% | -5.9% | +0.6% |
| 30D | -30.3% | -2.1% | -28.2% | -30.0% |
| 3M | -26.0% | -24.1% | -1.9% | -20.7% |
| 6M | -36.1% | -51.0% | +14.9% | -23.2% |
| YTD | +34.3% | -29.3% | +63.6% | +44.4% |
| 1Y | +35.3% | +3.2% | +32.1% | +30.8% |
| 3Y | +217.6% | -9.3% | +227.0% | +190.5% |
| All | +217.6% | -13.4% | +231.0% | +190.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling