+471.4%
MTSI vs ALM
+2,221.4%
-1,750.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +8.1% | +0.9% | +8.5% |
| 7D | +3.5% | +0.7% | +2.8% | +3.6% |
| 30D | -30.3% | -26.1% | -4.2% | -29.0% |
| 3M | -26.0% | -38.1% | +12.1% | -23.9% |
| 6M | -36.1% | -55.4% | +19.3% | -33.5% |
| YTD | +34.3% | -0.4% | +34.7% | +35.5% |
| 1Y | +35.3% | +25.4% | +9.9% | +35.3% |
| 3Y | +217.6% | +907.8% | -690.1% | +200.1% |
| 5Y | +210.1% | +440.2% | -230.1% | +194.7% |
| 10Y | +471.4% | +2,031.1% | -1,559.7% | +418.8% |
| All | +471.4% | +2,221.4% | -1,750.0% | +418.8% |
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