+28.9%
MTSI vs ALLY
+0.5%
+28.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.9% | +8.1% | +8.8% |
| 7D | +3.5% | -0.2% | +3.7% | +3.6% |
| 30D | -30.3% | +3.4% | -33.8% | -30.8% |
| 3M | -26.0% | -11.1% | -14.9% | -23.8% |
| 6M | -36.1% | -11.5% | -24.6% | -34.2% |
| YTD | +34.3% | -12.3% | +46.6% | +34.3% |
| All | +28.9% | +0.5% | +28.4% | +15.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling