+514.9%
MTSI vs ALM
+2,950.3%
-2,435.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.0% | +3.5% |
| 7D | +1.4% | -2.6% | +4.0% | +1.5% |
| 30D | +2.1% | +32.0% | -29.9% | +0.6% |
| 3M | -29.7% | -15.0% | -14.7% | -29.5% |
| 6M | +12.5% | -10.1% | +22.7% | +12.2% |
| YTD | +57.0% | +99.4% | -42.4% | +52.3% |
| 1Y | +103.9% | +316.4% | -212.4% | +93.0% |
| 3Y | +223.6% | +2,022.0% | -1,798.4% | +192.8% |
| 5Y | +321.6% | +941.2% | -619.6% | +284.9% |
| All | +514.9% | +2,950.3% | -2,435.5% | +421.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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