+183.6%
MTSI vs ALK
-34.8%
+218.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.6% | +10.2% | +10.6% |
| 7D | -10.0% | +9.0% | -19.0% | -13.2% |
| 30D | -37.2% | -1.6% | -35.5% | -37.2% |
| 3M | -30.1% | -23.2% | -6.9% | -23.0% |
| 6M | -31.9% | -3.9% | -28.0% | -32.1% |
| YTD | +23.2% | -22.6% | +45.8% | +31.2% |
| 1Y | +26.4% | -5.3% | +31.7% | +23.4% |
| 3Y | +186.2% | +18.6% | +167.6% | +133.4% |
| All | +183.6% | -34.8% | +218.3% | +183.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling