+826.3%
MTSI vs ALB
+89.8%
+736.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | +3.6% | -21.9% | -19.8% |
| 7D | -24.6% | +5.5% | -30.1% | -26.4% |
| 30D | -45.7% | -7.5% | -38.2% | -44.1% |
| 3M | -27.7% | -16.9% | -10.8% | -23.0% |
| 6M | -37.3% | -49.2% | +11.9% | -19.2% |
| YTD | +11.1% | -29.9% | +41.0% | +22.9% |
| 1Y | +27.2% | +8.2% | +19.0% | +17.0% |
| 3Y | +153.7% | -19.4% | +173.1% | +130.6% |
| 5Y | +159.0% | -61.6% | +220.6% | +208.0% |
| 10Y | +405.6% | +34.6% | +371.0% | +203.8% |
| All | +826.3% | +89.8% | +736.5% | +368.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling