+1,161.7%
MTSI vs ALC
+30.3%
+1,131.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -0.8% |
| 7D | -3.8% | +2.3% | -6.2% | -5.1% |
| 30D | -31.4% | +15.5% | -46.9% | -36.9% |
| 3M | -23.8% | +0.6% | -24.3% | -25.3% |
| 6M | -37.1% | +18.4% | -55.5% | -44.7% |
| YTD | +32.2% | -5.6% | +37.8% | +30.7% |
| 1Y | +26.9% | 0.0% | +26.9% | +20.3% |
| 3Y | +193.7% | +2.8% | +190.9% | +160.3% |
| 5Y | +218.0% | -8.8% | +226.8% | +203.0% |
| All | +1,161.7% | +30.3% | +1,131.5% | +759.2% |
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