+1,181.3%
MTSI vs ALC
+32.2%
+1,149.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.3% | +8.7% | +8.9% |
| 7D | +3.5% | +2.1% | +1.5% | +2.3% |
| 30D | -30.3% | +17.2% | -47.5% | -36.4% |
| 3M | -26.0% | +4.6% | -30.6% | -29.0% |
| 6M | -36.1% | +20.1% | -56.2% | -44.3% |
| YTD | +34.3% | -4.2% | +38.5% | +31.8% |
| 1Y | +35.3% | +2.1% | +33.2% | +26.9% |
| 3Y | +217.6% | +4.5% | +213.2% | +179.3% |
| 5Y | +210.1% | -12.3% | +222.4% | +205.8% |
| All | +1,181.3% | +32.2% | +1,149.2% | +766.5% |
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