+451.3%
MTSI vs ALLE
+222.4%
+228.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.9% | +11.8% | +11.4% |
| 7D | -10.0% | -0.6% | -9.4% | -9.6% |
| 30D | -37.2% | +25.3% | -62.5% | -46.4% |
| 3M | -30.1% | +10.3% | -40.3% | -35.5% |
| 6M | -31.9% | +38.0% | -69.9% | -46.4% |
| YTD | +23.2% | +17.8% | +5.4% | +6.6% |
| 1Y | +26.4% | +13.6% | +12.8% | +11.9% |
| 3Y | +186.2% | +89.2% | +96.9% | +72.3% |
| 5Y | +187.0% | +51.1% | +136.0% | +98.6% |
| All | +451.3% | +222.4% | +228.8% | +139.9% |
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