+397.4%
MTSI vs ALLE
+225.5%
+171.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -2.9% | -15.5% | -16.6% |
| 7D | -24.6% | 0.0% | -24.6% | -24.5% |
| 30D | -45.7% | +20.6% | -66.3% | -52.5% |
| 3M | -27.7% | +11.4% | -39.2% | -33.8% |
| 6M | -37.3% | +42.5% | -79.8% | -51.6% |
| YTD | +11.1% | +18.9% | -7.8% | -4.3% |
| 1Y | +27.2% | +14.2% | +13.0% | +12.4% |
| 3Y | +153.7% | +90.7% | +63.0% | +52.1% |
| 5Y | +159.0% | +52.5% | +106.5% | +78.3% |
| All | +397.4% | +225.5% | +171.9% | +115.4% |
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