+397.4%
MTSI vs ALK
-42.1%
+439.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -3.2% | -15.1% | -17.2% |
| 7D | -24.6% | +7.1% | -31.6% | -26.7% |
| 30D | -45.7% | -3.0% | -42.7% | -45.5% |
| 3M | -27.7% | -25.6% | -2.1% | -20.1% |
| 6M | -37.3% | +0.5% | -37.8% | -38.6% |
| YTD | +11.1% | -23.1% | +34.2% | +18.3% |
| 1Y | +27.2% | -7.5% | +34.7% | +25.7% |
| 3Y | +153.7% | +15.3% | +138.3% | +118.7% |
| 5Y | +159.0% | -34.8% | +193.8% | +170.7% |
| All | +397.4% | -42.1% | +439.5% | +448.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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