+26.4%
MTSI vs ALK
-6.6%
+33.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.6% | +10.2% | +10.6% |
| 7D | -10.0% | +9.0% | -19.0% | -12.4% |
| 30D | -37.2% | -1.6% | -35.5% | -36.7% |
| 3M | -30.1% | -23.2% | -6.9% | -23.4% |
| 6M | -31.9% | -3.9% | -28.0% | -31.2% |
| YTD | +23.2% | -22.6% | +45.8% | +27.9% |
| 1Y | +26.4% | -5.3% | +31.7% | +21.6% |
| All | +26.4% | -6.6% | +33.0% | +21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling