+320.4%
MTSI vs ALB
-44.4%
+364.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.4% | +7.9% | +4.9% |
| 7D | +1.4% | -8.1% | +9.5% | +4.1% |
| 30D | +2.1% | +6.3% | -4.2% | -0.3% |
| 3M | -29.7% | -23.6% | -6.2% | -23.7% |
| 6M | +12.5% | -24.6% | +37.1% | +21.4% |
| YTD | +57.0% | -10.3% | +67.3% | +58.4% |
| 1Y | +103.9% | +61.5% | +42.5% | +65.9% |
| 3Y | +223.6% | -34.0% | +257.5% | +232.7% |
| All | +320.4% | -44.4% | +364.8% | +333.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling