+502.4%
MTSI vs ALLY
+172.1%
+330.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.3% |
| 7D | +29.1% | -2.1% | +31.2% | +30.3% |
| 30D | -20.4% | +2.0% | -22.4% | -21.3% |
| 3M | -20.9% | -13.3% | -7.6% | -16.3% |
| 6M | -32.3% | -9.9% | -22.4% | -29.7% |
| YTD | +43.5% | -13.5% | +57.0% | +50.3% |
| 1Y | +43.8% | -2.8% | +46.6% | +42.9% |
| 3Y | +218.8% | +63.4% | +155.3% | +145.7% |
| 5Y | +228.3% | -10.9% | +239.2% | +216.3% |
| All | +502.4% | +172.1% | +330.3% | +275.9% |
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