+287.4%
MTSI vs ALHC
-59.7%
+347.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.5% | -7.0% | -2.0% |
| 7D | -3.8% | +3.8% | -7.6% | -4.1% |
| 30D | -31.4% | +1.7% | -33.0% | -31.5% |
| 3M | -23.8% | -44.3% | +20.6% | -20.0% |
| 6M | -37.1% | -57.2% | +20.2% | -33.0% |
| YTD | +32.2% | -61.2% | +93.4% | +41.6% |
| 1Y | +26.9% | -53.2% | +80.1% | +33.2% |
| 3Y | +193.7% | +27.8% | +165.9% | +157.2% |
| 5Y | +218.0% | -65.4% | +283.4% | +214.3% |
| All | +287.4% | -59.7% | +347.1% | +255.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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