+514.9%
MTSI vs ALLE
+144.1%
+370.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.5% | +2.8% |
| 7D | +1.4% | -0.2% | +1.6% | +1.5% |
| 30D | +2.1% | -6.8% | +8.9% | +6.6% |
| 3M | -29.7% | +21.0% | -50.8% | -38.7% |
| 6M | +12.5% | +1.1% | +11.4% | +10.4% |
| YTD | +57.0% | -0.5% | +57.6% | +54.0% |
| 1Y | +103.9% | -7.3% | +111.2% | +109.0% |
| 3Y | +223.6% | +42.3% | +181.3% | +139.6% |
| 5Y | +321.6% | +13.5% | +308.1% | +258.7% |
| All | +514.9% | +144.1% | +370.7% | +204.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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