+451.3%
MTSI vs ALM
+2,022.9%
-1,571.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +2.1% | +8.7% | +10.7% |
| 7D | -10.0% | -6.7% | -3.3% | -9.5% |
| 30D | -37.2% | -32.9% | -4.3% | -35.6% |
| 3M | -30.1% | -39.5% | +9.4% | -27.9% |
| 6M | -31.9% | -62.0% | +30.1% | -28.5% |
| YTD | +23.2% | -7.8% | +31.0% | +24.8% |
| 1Y | +26.4% | +26.7% | -0.3% | +26.6% |
| 3Y | +186.2% | +825.4% | -639.2% | +170.9% |
| 5Y | +187.0% | +401.2% | -214.2% | +173.4% |
| All | +451.3% | +2,022.9% | -1,571.6% | +391.7% |
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