+477.8%
MTSI vs ALLY
+182.8%
+294.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -0.6% |
| 7D | -3.8% | -0.7% | -3.2% | -3.5% |
| 30D | -31.4% | +1.1% | -32.5% | -31.9% |
| 3M | -23.8% | -13.2% | -10.6% | -19.4% |
| 6M | -37.1% | -13.5% | -23.6% | -33.6% |
| YTD | +32.2% | -14.3% | +46.5% | +38.9% |
| 1Y | +26.9% | -1.1% | +28.1% | +25.1% |
| 3Y | +193.7% | +62.0% | +131.7% | +127.1% |
| 5Y | +218.0% | -9.6% | +227.7% | +204.3% |
| 10Y | +477.8% | +176.0% | +301.8% | +273.5% |
| All | +477.8% | +182.8% | +294.9% | +273.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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