+28.9%
MTSI vs ALM
+21.0%
+7.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +8.1% | +0.9% | +6.7% |
| 7D | +3.5% | +0.7% | +2.8% | +3.8% |
| 30D | -30.3% | -26.1% | -4.2% | -24.6% |
| 3M | -26.0% | -38.1% | +12.1% | -17.3% |
| 6M | -36.1% | -55.4% | +19.3% | -25.1% |
| YTD | +34.3% | -0.4% | +34.7% | +39.8% |
| All | +28.9% | +21.0% | +7.9% | +28.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling