+159.0%
MTSI vs ALHC
-62.4%
+221.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -7.1% | -11.2% | -17.7% |
| 7D | -24.6% | -6.2% | -18.4% | -24.1% |
| 30D | -45.7% | -9.7% | -36.0% | -45.3% |
| 3M | -27.7% | -44.7% | +17.0% | -24.3% |
| 6M | -37.3% | -58.7% | +21.4% | -33.2% |
| YTD | +11.1% | -61.7% | +72.9% | +18.8% |
| 1Y | +27.2% | -55.7% | +82.9% | +33.9% |
| 3Y | +153.7% | +25.6% | +128.1% | +122.8% |
| 5Y | +159.0% | -65.8% | +224.8% | +142.9% |
| All | +159.0% | -62.4% | +221.4% | +142.9% |
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