+960.4%
MTSI vs ALC
+34.7%
+925.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -1.0% | -17.4% | -17.9% |
| 7D | -24.6% | +7.6% | -32.2% | -27.4% |
| 30D | -45.7% | +21.1% | -66.9% | -51.2% |
| 3M | -27.7% | +8.5% | -36.2% | -32.0% |
| 6M | -37.3% | +2.8% | -40.1% | -40.5% |
| YTD | +11.1% | -2.4% | +13.5% | +8.2% |
| 1Y | +27.2% | +3.5% | +23.7% | +18.8% |
| 3Y | +153.7% | +4.2% | +149.5% | +124.7% |
| 5Y | +159.0% | -9.0% | +168.0% | +149.7% |
| All | +960.4% | +34.7% | +925.8% | +611.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling