+260.9%
MTSI vs ALHC
-61.5%
+322.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -2.9% | +13.7% | +11.1% |
| 7D | -10.0% | +1.0% | -11.0% | -10.0% |
| 30D | -37.2% | -14.2% | -23.0% | -36.4% |
| 3M | -30.1% | -45.1% | +15.1% | -26.5% |
| 6M | -31.9% | -59.5% | +27.6% | -27.1% |
| YTD | +23.2% | -62.8% | +86.0% | +32.5% |
| 1Y | +26.4% | -55.5% | +81.9% | +33.3% |
| 3Y | +186.2% | +25.7% | +160.5% | +150.5% |
| 5Y | +187.0% | -66.8% | +253.8% | +184.5% |
| All | +260.9% | -61.5% | +322.4% | +232.8% |
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