+320.4%
MTSI vs ALHC
-33.5%
+353.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +1.4% | -0.6% | +2.0% | +1.4% |
| 30D | +2.1% | -1.0% | +3.1% | +2.2% |
| 3M | -29.7% | -10.2% | -19.6% | -29.7% |
| 6M | +12.5% | -28.3% | +40.8% | +14.6% |
| YTD | +57.0% | -31.4% | +88.5% | +60.4% |
| 1Y | +103.9% | -16.9% | +120.9% | +104.2% |
| 3Y | +223.6% | +135.5% | +88.1% | +167.8% |
| All | +320.4% | -33.5% | +353.9% | +279.2% |
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