+219.0%
MTSI vs ALLE
+93.1%
+125.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.8% | +9.5% | +10.1% |
| 7D | +7.2% | -0.8% | +8.0% | +7.6% |
| 30D | -18.4% | +27.4% | -45.8% | -24.8% |
| 3M | -16.7% | +13.8% | -30.5% | -19.8% |
| 6M | -31.7% | +45.5% | -77.2% | -41.3% |
| YTD | +45.9% | +21.4% | +24.5% | +35.0% |
| 1Y | +47.0% | +15.4% | +31.6% | +39.6% |
| All | +219.0% | +93.1% | +125.9% | +123.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling