+47.0%
MTSI vs ALM
+14.6%
+32.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.2% | +10.1% | +10.3% |
| 7D | +7.2% | -7.2% | +14.3% | +9.9% |
| 30D | -18.4% | -26.4% | +7.9% | -11.4% |
| 3M | -16.7% | -38.6% | +21.9% | -6.4% |
| 6M | -31.7% | -61.0% | +29.3% | -17.7% |
| YTD | +45.9% | -7.4% | +53.3% | +55.4% |
| 1Y | +47.0% | +14.0% | +33.0% | +49.9% |
| All | +47.0% | +14.6% | +32.4% | +49.9% |
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 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