+320.4%
MTSI vs ALM
+951.0%
-630.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.0% | +3.6% |
| 7D | +1.4% | -2.6% | +4.0% | +1.6% |
| 30D | +2.1% | +32.0% | -29.9% | -0.7% |
| 3M | -29.7% | -15.0% | -14.7% | -29.4% |
| 6M | +12.5% | -10.1% | +22.7% | +11.8% |
| YTD | +57.0% | +99.4% | -42.4% | +48.4% |
| 1Y | +103.9% | +316.4% | -212.4% | +84.6% |
| 3Y | +223.6% | +2,022.0% | -1,798.4% | +169.5% |
| All | +320.4% | +951.0% | -630.6% | +263.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling