+158.2%
MTSI vs ALM
+806.0%
-647.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -9.6% | -8.8% | -17.0% |
| 7D | -24.6% | -14.5% | -10.1% | -22.7% |
| 30D | -45.7% | -39.0% | -6.7% | -41.8% |
| 3M | -27.7% | -40.3% | +12.5% | -22.6% |
| 6M | -37.3% | -60.3% | +23.0% | -30.5% |
| YTD | +11.1% | -9.8% | +20.9% | +15.0% |
| 1Y | +27.2% | +30.8% | -3.6% | +28.0% |
| All | +158.2% | +806.0% | -647.8% | +140.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling