+451.3%
MTSI vs ALLY
+189.4%
+261.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.7% | +12.5% | +11.6% |
| 7D | -10.0% | +0.9% | -10.9% | -10.5% |
| 30D | -37.2% | +3.1% | -40.3% | -38.2% |
| 3M | -30.1% | -12.6% | -17.5% | -26.3% |
| 6M | -31.9% | -12.4% | -19.5% | -28.6% |
| YTD | +23.2% | -13.2% | +36.3% | +28.6% |
| 1Y | +26.4% | +1.8% | +24.6% | +22.9% |
| 3Y | +186.2% | +58.0% | +128.2% | +123.7% |
| 5Y | +187.0% | -8.4% | +195.5% | +173.0% |
| All | +451.3% | +189.4% | +261.9% | +248.9% |
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