+158.2%
MTSI vs ALLE
+90.7%
+67.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -2.9% | -15.5% | -17.5% |
| 7D | -24.6% | 0.0% | -24.6% | -24.5% |
| 30D | -45.7% | +20.6% | -66.3% | -49.0% |
| 3M | -27.7% | +11.4% | -39.2% | -30.0% |
| 6M | -37.3% | +42.5% | -79.8% | -45.9% |
| YTD | +11.1% | +18.9% | -7.8% | +3.3% |
| 1Y | +27.2% | +14.2% | +13.0% | +20.7% |
| All | +158.2% | +90.7% | +67.5% | +72.5% |
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