+1,552.0%
MTSI vs ALLY
+124.8%
+1,427.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.1% | +3.3% |
| 7D | +1.4% | +3.7% | -2.3% | -0.2% |
| 30D | +2.1% | -2.3% | +4.3% | +3.0% |
| 3M | -29.7% | +3.8% | -33.6% | -31.0% |
| 6M | +12.5% | +9.7% | +2.8% | +7.5% |
| YTD | +57.0% | -1.4% | +58.4% | +56.0% |
| 1Y | +103.9% | +8.2% | +95.7% | +93.3% |
| 3Y | +223.6% | +66.5% | +157.1% | +146.6% |
| 5Y | +321.6% | +1.2% | +320.4% | +283.3% |
| 10Y | +517.7% | +191.4% | +326.3% | +216.5% |
| All | +1,552.0% | +124.8% | +1,427.2% | +894.2% |
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