+196.3%
MTSI vs ALC
+4.4%
+191.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.2% | -8.8% | -5.7% |
| 7D | +10.0% | -1.1% | +11.1% | +10.1% |
| 30D | -20.3% | +16.0% | -36.4% | -21.7% |
| 3M | -24.4% | +0.8% | -25.2% | -24.0% |
| 6M | -39.2% | +16.8% | -56.0% | -41.6% |
| YTD | +35.5% | -5.5% | +41.0% | +39.0% |
| 1Y | +43.0% | -5.3% | +48.3% | +46.4% |
| 3Y | +196.3% | +4.1% | +192.2% | +187.8% |
| All | +196.3% | +4.4% | +191.9% | +187.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling