+206.9%
MTSI vs ALHC
-66.2%
+273.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.9% | -3.7% | -5.4% |
| 7D | +10.0% | +0.3% | +9.7% | +9.9% |
| 30D | -20.3% | -10.6% | -9.8% | -19.5% |
| 3M | -24.4% | -45.3% | +20.9% | -20.7% |
| 6M | -39.2% | -59.7% | +20.5% | -34.9% |
| YTD | +35.5% | -62.7% | +98.2% | +45.5% |
| 1Y | +43.0% | -56.1% | +99.1% | +50.9% |
| 3Y | +196.3% | +21.3% | +175.0% | +159.5% |
| All | +206.9% | -66.2% | +273.1% | +227.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling