+158.2%
MTSI vs ALC
+4.5%
+153.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -1.0% | -17.4% | -18.3% |
| 7D | -24.6% | +7.6% | -32.2% | -25.0% |
| 30D | -45.7% | +21.1% | -66.9% | -46.9% |
| 3M | -27.7% | +8.5% | -36.2% | -28.2% |
| 6M | -37.3% | +2.8% | -40.1% | -36.8% |
| YTD | +11.1% | -2.4% | +13.5% | +13.8% |
| 1Y | +27.2% | +3.5% | +23.7% | +26.7% |
| All | +158.2% | +4.5% | +153.7% | +153.0% |
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