+43.0%
MTSI vs ALLE
+15.3%
+27.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.0% | -6.6% | -5.6% |
| 7D | +10.0% | +3.6% | +6.4% | +9.9% |
| 30D | -20.3% | +25.9% | -46.2% | -20.4% |
| 3M | -24.4% | +15.8% | -40.2% | -22.9% |
| 6M | -39.2% | +48.1% | -87.3% | -42.4% |
| YTD | +35.5% | +22.0% | +13.5% | +35.2% |
| 1Y | +43.0% | +18.0% | +25.0% | +44.9% |
| All | +43.0% | +15.3% | +27.7% | +44.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling