+320.4%
MTSI vs ALC
-16.0%
+336.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.2% | +5.7% | +4.3% |
| 7D | +1.4% | -2.1% | +3.5% | +2.2% |
| 30D | +2.1% | -0.1% | +2.2% | +1.6% |
| 3M | -29.7% | +5.9% | -35.6% | -32.3% |
| 6M | +12.5% | -15.9% | +28.5% | +20.3% |
| YTD | +57.0% | -10.1% | +67.1% | +61.4% |
| 1Y | +103.9% | -10.2% | +114.1% | +108.7% |
| 3Y | +223.6% | -13.6% | +237.1% | +227.7% |
| All | +320.4% | -16.0% | +336.3% | +339.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling