+1,208.8%
MTSI vs ALK
+168.6%
+1,040.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +1.9% | +2.9% |
| 7D | +1.4% | -0.7% | +2.0% | +1.6% |
| 30D | +2.1% | -19.2% | +21.3% | +10.2% |
| 3M | -29.7% | -1.5% | -28.2% | -29.8% |
| 6M | +12.5% | -13.1% | +25.6% | +16.5% |
| YTD | +57.0% | -16.4% | +73.4% | +63.3% |
| 1Y | +103.9% | -33.1% | +137.0% | +128.5% |
| 3Y | +223.6% | +0.6% | +222.9% | +197.0% |
| 5Y | +321.6% | -26.4% | +347.9% | +323.9% |
| 10Y | +517.7% | -34.2% | +551.9% | +476.9% |
| All | +1,208.8% | +168.6% | +1,040.1% | +743.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling