+1,211.0%
MTSI vs ALLE
+331.3%
+879.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -52.6% |
| 3M | -27.7% | +11.4% | -39.2% | -33.9% |
| 6M | -37.3% | +42.5% | -79.8% | -51.8% |
| YTD | +11.1% | +18.9% | -7.8% | -4.7% |
| 1Y | +27.2% | +14.2% | +13.0% | +12.0% |
| 3Y | +153.7% | +90.7% | +63.0% | +52.0% |
| 5Y | +159.0% | +52.5% | +106.5% | +78.0% |
| 10Y | +405.6% | +231.2% | +174.4% | +95.2% |
| All | +1,211.0% | +331.3% | +879.6% | +332.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling