+159.0%
MTSI vs ALLY
-7.4%
+166.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -1.3% | -17.0% | -17.8% |
| 7D | -24.6% | -1.1% | -23.5% | -24.2% |
| 30D | -45.7% | +4.2% | -49.9% | -46.8% |
| 3M | -27.7% | -12.4% | -15.3% | -24.1% |
| 6M | -37.3% | -8.7% | -28.6% | -35.4% |
| YTD | +11.1% | -11.6% | +22.8% | +15.1% |
| 1Y | +27.2% | +0.2% | +27.0% | +24.4% |
| 3Y | +153.7% | +57.1% | +96.6% | +102.0% |
| 5Y | +159.0% | -6.8% | +165.8% | +158.1% |
| All | +159.0% | -7.4% | +166.4% | +158.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling