+1,069.2%
MTSI vs ALLY
+101.5%
+967.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -23.9% |
| 6M | -37.3% | -8.7% | -28.6% | -35.3% |
| YTD | +11.1% | -11.6% | +22.8% | +15.3% |
| 1Y | +27.2% | +0.2% | +27.0% | +24.5% |
| 3Y | +153.7% | +57.1% | +96.6% | +98.3% |
| 5Y | +159.0% | -6.8% | +165.8% | +144.0% |
| 10Y | +405.6% | +200.4% | +205.2% | +152.8% |
| All | +1,069.2% | +101.5% | +967.7% | +634.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling