+1,075.4%
MTSI vs ALC
+31.8%
+1,043.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -2.1% | +12.9% | +11.8% |
| 7D | -10.0% | +4.9% | -14.9% | -12.4% |
| 30D | -37.2% | +19.0% | -56.1% | -43.1% |
| 3M | -30.1% | +7.8% | -37.8% | -34.0% |
| 6M | -31.9% | +14.6% | -46.5% | -39.1% |
| YTD | +23.2% | -4.4% | +27.6% | +21.1% |
| 1Y | +26.4% | +1.4% | +25.0% | +19.0% |
| 3Y | +186.2% | +2.5% | +183.6% | +154.8% |
| 5Y | +187.0% | -10.9% | +197.9% | +179.2% |
| All | +1,075.4% | +31.8% | +1,043.6% | +695.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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