+1,217.3%
MTSI vs ALM
+3,431.9%
-2,214.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -9.6% | -8.8% | -18.3% |
| 7D | -24.6% | -14.5% | -10.1% | -24.6% |
| 30D | -45.7% | -39.0% | -6.7% | -45.6% |
| 3M | -27.7% | -40.3% | +12.5% | -27.7% |
| 6M | -37.3% | -60.3% | +23.0% | -37.2% |
| YTD | +11.1% | -9.8% | +20.9% | +11.3% |
| 1Y | +27.2% | +30.8% | -3.6% | +27.3% |
| 3Y | +153.7% | +772.4% | -618.8% | +154.2% |
| 5Y | +159.0% | +390.7% | -231.8% | +159.5% |
| 10Y | +405.6% | +2,028.5% | -1,622.9% | +408.5% |
| All | +1,217.3% | +3,431.9% | -2,214.6% | +1,236.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling