strategy alpha_zz1000_bp alpha_zz500_bp alpha_zz2000_bp alpha_hs300_bp ret_from_close_ytd alpha_subbot_bp alpha_wind_micro_bp alpha_ths_micro_bp alpha_bot_bp
yymodels_20251028_151522
10 mt_961_use2021_best_save_rnk500 58.88 91.37 40.15 93.00 40.15 13.68 40.18 131.17 124.30
19 mt_962_use2011_best_save_rnk500 50.84 83.34 32.11 84.96 32.11 5.64 32.15 123.14 116.27
21 mt_961_use2023_best_save_rnk500 47.16 79.66 28.43 81.29 28.44 1.97 28.47 119.46 112.59
25 mt_961_use2021_last_save_rnk500 44.32 76.81 25.59 78.44 25.59 -0.88 25.62 116.61 109.75
30 mt_962_use2011_best_save_rnk500_fundctrl 39.24 71.73 20.51 73.36 20.51 -5.96 20.54 111.54 104.67
31 mt_961_use2013_last_save_rnk500_fundctrl 39.18 71.67 20.45 73.30 20.45 -6.02 20.49 111.48 104.61
42 mt_962_use2011_last_save_rnk500_fundctrl 35.86 68.35 17.13 69.98 17.13 -9.34 17.16 108.15 101.28
43 mt_961_use2022_best_save_rnk500 35.54 68.03 16.81 69.66 16.81 -9.66 16.84 107.83 100.97
45 mt_961_use2012_last_save_rnk500_fundctrl 35.42 67.92 16.69 69.55 16.69 -9.78 16.73 107.72 100.85
49 mt_962_use2009_last_save_rnk500 34.28 66.77 15.55 68.40 15.55 -10.92 15.58 106.58 99.71
50 mt_962_use2016_best_save_rnk500_fundctrl 34.17 66.66 15.44 68.29 15.44 -11.03 15.47 106.46 99.59
55 mt_961_use2012_best_save_rnk500_fundctrl 33.63 66.12 14.90 67.75 14.90 -11.57 14.93 105.92 99.06
56 mt_962_use2023_last_save_rnk500 33.23 65.72 14.50 67.35 14.50 -11.97 14.53 105.52 98.65
64 mt_961_use2011_last_save_rnk500_fundctrl 32.21 64.70 13.48 66.33 13.48 -12.99 13.52 104.51 97.64
67 mt_961_use2021_last_save_rnk500_fundctrl 32.06 64.55 13.33 66.18 13.33 -13.14 13.36 104.36 97.49
68 mt_961_use2009_best_save_rnk500 31.98 64.48 13.25 66.11 13.26 -13.21 13.29 104.28 97.41
69 mt_961_use2011_last_save_rnk500 31.87 64.37 13.14 66.00 13.14 -13.33 13.18 104.17 97.30
74 mt_962_use2009_best_save_rnk500 31.36 63.86 12.63 65.48 12.63 -13.84 12.67 103.66 96.79
75 mt_961_use2010_best_save_rnk500 31.35 63.84 12.62 65.47 12.62 -13.85 12.65 103.64 96.77
78 mt_961_use2010_last_save_rnk500 31.06 63.55 12.33 65.18 12.33 -14.14 12.36 103.36 96.49
82 mt_962_use2011_last_save_rnk500 30.58 63.07 11.85 64.70 11.85 -14.62 11.88 102.87 96.01
86 mt_961_use2013_last_save_rnk500 30.43 62.92 11.70 64.55 11.70 -14.77 11.73 102.72 95.85
87 mt_961_use2023_best_save_rnk500_fundctrl 30.13 62.62 11.40 64.25 11.40 -15.07 11.43 102.42 95.55
88 mt_961_use2012_last_save_rnk500 29.97 62.46 11.24 64.09 11.24 -15.23 11.27 102.26 95.39
91 mt_962_use2013_last_save_rnk500_fundctrl 29.71 62.21 10.98 63.84 10.98 -15.49 11.02 102.01 95.14
97 mt_961_use2009_last_save_rnk500 29.13 61.63 10.40 63.26 10.41 -16.06 10.44 101.43 94.56
98 mt_962_use2023_best_save_rnk500_fundctrl 29.10 61.59 10.37 63.22 10.37 -16.10 10.40 101.39 94.52
100 mt_961_use2016_best_save_rnk500_fundctrl 28.84 61.33 10.11 62.96 10.11 -16.36 10.15 101.14 94.27
105 mt_961_use2008_last_save_rnk500 28.52 61.01 9.79 62.64 9.79 -16.68 9.82 100.82 93.95
111 mt_961_use2023_last_save_rnk500_fundctrl 28.08 60.58 9.35 62.20 9.35 -17.12 9.39 100.38 93.51
116 mt_961_use2023_last_save_rnk500 27.60 60.09 8.87 61.72 8.87 -17.60 8.90 99.89 93.03
119 mt_961_use2016_last_save_rnk500 27.32 59.81 8.59 61.44 8.59 -17.88 8.62 99.61 92.75
124 mt_962_use2016_last_save_rnk500_fundctrl 26.93 59.42 8.20 61.05 8.20 -18.27 8.23 99.22 92.35
129 mt_962_use2016_best_save_rnk500 26.32 58.81 7.59 60.44 7.59 -18.88 7.63 98.62 91.75
134 mt_961_use2011_best_save_rnk500_fundctrl 25.75 58.24 7.02 59.87 7.02 -19.45 7.05 98.04 91.17
137 mt_961_use2022_last_save_rnk500 25.52 58.01 6.79 59.64 6.79 -19.68 6.82 97.81 90.94
138 mt_962_use2015_last_save_rnk500_fundctrl 25.42 57.91 6.69 59.54 6.69 -19.78 6.72 97.72 90.85
143 mt_961_use2018_last_save_rnk500_fundctrl 24.86 57.35 6.13 58.98 6.13 -20.34 6.16 97.15 90.28
147 mt_961_use2013_best_save_rnk500_fundctrl 24.29 56.78 5.56 58.41 5.56 -20.91 5.60 96.59 89.72
149 mt_961_use2013_best_save_rnk500 24.21 56.71 5.48 58.34 5.49 -20.98 5.52 96.51 89.64
150 mt_961_use2016_last_save_rnk500_fundctrl 24.09 56.58 5.36 58.21 5.36 -21.11 5.39 96.39 89.52
154 mt_961_use2015_best_save_rnk500_fundctrl 23.91 56.41 5.18 58.04 5.18 -21.28 5.22 96.21 89.34
159 mt_961_use2015_best_save_rnk500 23.63 56.13 4.90 57.76 4.90 -21.57 4.94 95.93 89.06
161 mt_961_use2012_best_save_rnk500 23.57 56.06 4.84 57.69 4.84 -21.63 4.87 95.86 89.00
170 mt_961_use2016_best_save_rnk500 23.23 55.72 4.50 57.35 4.50 -21.97 4.53 95.53 88.66
171 mt_961_use2008_best_save_rnk500 23.01 55.50 4.28 57.13 4.28 -22.19 4.31 95.30 88.43
172 mt_962_use2008_best_save_rnk500 22.88 55.37 4.15 57.00 4.15 -22.32 4.18 95.17 88.31
174 mt_962_use2012_last_save_rnk500_fundctrl 22.82 55.31 4.09 56.94 4.09 -22.38 4.12 95.12 88.25
178 mt_962_use2023_last_save_rnk500_fundctrl 22.35 54.84 3.62 56.47 3.62 -22.85 3.66 94.65 87.78
184 mt_961_use2021_best_save_rnk500_fundctrl 21.96 54.45 3.23 56.08 3.23 -23.24 3.26 94.25 87.39
186 mt_961_use2011_best_save_rnk500 21.86 54.35 3.13 55.98 3.13 -23.34 3.17 94.16 87.29
193 mt_961_use2018_best_save_rnk500_fundctrl 20.72 53.21 1.99 54.84 1.99 -24.48 2.03 93.02 86.15
198 mt_962_use2012_last_save_rnk500 20.02 52.51 1.29 54.14 1.29 -25.18 1.33 92.32 85.45
199 mt_962_use2022_last_save_rnk500_fundctrl 19.96 52.46 1.23 54.09 1.24 -25.23 1.27 92.26 85.39
202 mt_962_use2008_last_save_rnk500 19.69 52.18 0.96 53.81 0.96 -25.51 0.99 91.98 85.11
204 mt_962_use2019_best_save_rnk500_fundctrl 19.34 51.83 0.61 53.46 0.61 -25.86 0.64 91.63 84.77
205 mt_962_use2018_last_save_rnk500 19.17 51.66 0.44 53.29 0.44 -26.03 0.48 91.47 84.60
206 mt_962_use2013_best_save_rnk500_fundctrl 19.09 51.58 0.36 53.21 0.36 -26.11 0.39 91.38 84.51
207 mt_962_use2015_best_save_rnk500_fundctrl 19.04 51.53 0.31 53.16 0.31 -26.16 0.35 91.34 84.47
209 mt_961_use2017_last_save_rnk500_fundctrl 18.60 51.09 -0.13 52.72 -0.13 -26.60 -0.10 90.89 84.02
215 mt_962_use2023_best_save_rnk500 17.46 49.95 -1.27 51.58 -1.27 -27.74 -1.24 89.75 82.88
218 mt_962_use2019_last_save_rnk500_fundctrl 17.14 49.63 -1.59 51.26 -1.59 -28.06 -1.56 89.43 82.56
219 mt_961_use2015_last_save_rnk500_fundctrl 17.06 49.55 -1.67 51.18 -1.67 -28.14 -1.64 89.36 82.49
220 mt_961_use2020_last_save_rnk500_fundctrl 16.93 49.42 -1.80 51.05 -1.80 -28.27 -1.77 89.22 82.35
221 mt_962_use2021_last_save_rnk500_fundctrl 16.55 49.04 -2.18 50.67 -2.18 -28.65 -2.15 88.85 81.98
223 mt_961_use2020_best_save_rnk500_fundctrl 16.36 48.85 -2.37 50.48 -2.37 -28.84 -2.33 88.66 81.79
224 mt_962_use2018_last_save_rnk500_fundctrl 16.31 48.80 -2.42 50.43 -2.42 -28.89 -2.38 88.61 81.74
225 mt_962_use2022_best_save_rnk500 16.27 48.77 -2.46 50.39 -2.46 -28.93 -2.42 88.57 81.70
228 mt_961_use2019_last_save_rnk500_fundctrl 15.99 48.49 -2.74 50.12 -2.74 -29.21 -2.70 88.29 81.42
229 mt_961_use2022_best_save_rnk500_fundctrl 15.94 48.43 -2.79 50.06 -2.79 -29.26 -2.76 88.23 81.37
231 mt_962_use2021_last_save_rnk500 15.70 48.19 -3.03 49.82 -3.03 -29.50 -3.00 87.99 81.12
232 mt_962_use2022_best_save_rnk500_fundctrl 15.33 47.83 -3.40 49.46 -3.40 -29.86 -3.36 87.63 80.76
234 mt_962_use2013_last_save_rnk500 15.00 47.49 -3.73 49.12 -3.73 -30.20 -3.70 87.29 80.42
236 mt_961_use2020_last_save_rnk500 14.59 47.08 -4.14 48.71 -4.14 -30.61 -4.11 86.88 80.01
241 mt_961_use2015_last_save_rnk500 14.07 46.56 -4.66 48.19 -4.66 -31.13 -4.63 86.36 79.49
243 mt_961_use2020_best_save_rnk500 13.82 46.31 -4.91 47.94 -4.91 -31.38 -4.88 86.11 79.25
245 mt_961_use2019_best_save_rnk500_fundctrl 13.58 46.07 -5.15 47.70 -5.15 -31.62 -5.12 85.87 79.01
254 mt_961_use2017_best_save_rnk500 12.76 45.26 -5.97 46.89 -5.97 -32.43 -5.93 85.06 78.19
255 mt_962_use2014_last_save_rnk500 12.69 45.18 -6.04 46.81 -6.04 -32.51 -6.01 84.98 78.12
259 mt_962_use2010_best_save_rnk500 12.01 44.50 -6.72 46.13 -6.72 -33.19 -6.69 84.30 77.44
260 mt_962_use2017_best_save_rnk500_fundctrl 12.00 44.49 -6.73 46.12 -6.73 -33.20 -6.69 84.30 77.43
262 mt_961_use2017_best_save_rnk500_fundctrl 11.66 44.15 -7.07 45.78 -7.07 -33.54 -7.03 83.96 77.09
266 mt_962_use2018_best_save_rnk500_fundctrl 11.42 43.92 -7.31 45.55 -7.31 -33.78 -7.27 83.72 76.85
282 mt_962_use2018_best_save_rnk500 10.00 42.49 -8.73 44.12 -8.73 -35.20 -8.70 82.30 75.43
288 mt_961_use2022_last_save_rnk500_fundctrl 9.68 42.17 -9.05 43.80 -9.05 -35.52 -9.02 81.97 75.10
289 mt_962_use2017_last_save_rnk500 9.62 42.11 -9.11 43.74 -9.11 -35.58 -9.07 81.92 75.05
300 mt_962_use2010_last_save_rnk500 8.55 41.04 -10.18 42.67 -10.18 -36.65 -10.14 80.85 73.98
303 mt_961_use2019_last_save_rnk500 8.01 40.51 -10.72 42.14 -10.72 -37.18 -10.68 80.31 73.44
315 mt_961_use2014_last_save_rnk500_fundctrl 5.98 38.47 -12.75 40.10 -12.75 -39.22 -12.72 78.27 71.40
316 mt_962_use2020_last_save_rnk500_fundctrl 5.92 38.41 -12.81 40.04 -12.81 -39.28 -12.78 78.21 71.34
321 mt_961_use2024_last_save_rnk500 5.70 38.19 -13.03 39.82 -13.03 -39.50 -13.00 77.99 71.12
322 mt_961_use2014_best_save_rnk500 5.69 38.18 -13.04 39.81 -13.04 -39.51 -13.01 77.98 71.11
324 mt_961_use2014_last_save_rnk500 5.54 38.03 -13.19 39.66 -13.19 -39.66 -13.15 77.84 70.97
325 mt_962_use2012_best_save_rnk500 5.41 37.90 -13.32 39.53 -13.32 -39.79 -13.29 77.71 70.84
330 mt_962_use2013_best_save_rnk500 5.09 37.59 -13.64 39.22 -13.64 -40.11 -13.60 77.39 70.52
331 mt_962_use2016_last_save_rnk500 4.93 37.42 -13.80 39.05 -13.80 -40.27 -13.76 77.23 70.36
332 mt_962_use2019_best_save_rnk500 4.86 37.35 -13.87 38.98 -13.87 -40.34 -13.84 77.15 70.29
339 mt_962_use2017_last_save_rnk500_fundctrl 4.21 36.70 -14.52 38.33 -14.52 -40.99 -14.49 76.51 69.64
341 mt_962_use2022_last_save_rnk500 3.92 36.42 -14.81 38.05 -14.81 -41.27 -14.77 76.22 69.35
343 mt_962_use2021_best_save_rnk500_fundctrl 3.84 36.34 -14.89 37.97 -14.88 -41.35 -14.85 76.14 69.27
348 mt_961_use2019_best_save_rnk500 3.09 35.59 -15.64 37.22 -15.64 -42.11 -15.60 75.39 68.52
351 mt_962_use2015_last_save_rnk500 2.63 35.12 -16.10 36.75 -16.10 -42.57 -16.07 74.92 68.06
354 mt_961_use2024_best_save_rnk500 2.00 34.49 -16.73 36.12 -16.73 -43.20 -16.69 74.30 67.43
355 mt_962_use2015_best_save_rnk500 1.57 34.06 -17.16 35.69 -17.16 -43.63 -17.13 73.86 67.00
360 mt_962_use2014_best_save_rnk500 1.01 33.51 -17.72 35.14 -17.71 -44.18 -17.68 73.31 66.44
370 mt_962_use2014_last_save_rnk500_fundctrl -0.00 32.49 -18.73 34.12 -18.73 -45.20 -18.70 72.29 65.42
376 mt_961_use2017_last_save_rnk500 -0.38 32.11 -19.11 33.74 -19.11 -45.58 -19.08 71.91 65.04
379 mt_962_use2020_best_save_rnk500 -0.66 31.83 -19.39 33.46 -19.39 -45.86 -19.35 71.64 64.77
381 mt_962_use2012_best_save_rnk500_fundctrl -0.80 31.69 -19.53 33.32 -19.53 -46.00 -19.49 71.50 64.63
384 mt_962_use2024_best_save_rnk500 -1.02 31.47 -19.75 33.10 -19.75 -46.22 -19.72 71.28 64.41
387 mt_962_use2019_last_save_rnk500 -1.20 31.30 -19.92 32.93 -19.92 -46.39 -19.89 71.10 64.23
388 mt_961_use2018_last_save_rnk500 -1.32 31.17 -20.05 32.80 -20.05 -46.52 -20.02 70.97 64.10
391 mt_961_use2018_best_save_rnk500 -1.86 30.64 -20.59 32.27 -20.59 -47.05 -20.55 70.44 63.57
393 mt_962_use2017_best_save_rnk500 -2.21 30.28 -20.94 31.91 -20.94 -47.41 -20.91 70.08 63.21
394 mt_962_use2021_best_save_rnk500 -2.63 29.87 -21.36 31.50 -21.35 -47.82 -21.32 69.67 62.80
408 mt_961_use2024_last_save_rnk500_fundctrl -5.13 27.36 -23.86 28.99 -23.86 -50.33 -23.83 67.16 60.29
411 mt_962_use2024_last_save_rnk500 -6.56 25.93 -25.29 27.56 -25.29 -51.76 -25.26 65.73 58.86
412 mt_962_use2020_last_save_rnk500 -6.60 25.89 -25.33 27.52 -25.33 -51.80 -25.29 65.70 58.83
414 mt_962_use2020_best_save_rnk500_fundctrl -6.87 25.62 -25.60 27.25 -25.60 -52.07 -25.56 65.43 58.56
418 mt_961_use2024_best_save_rnk500_fundctrl -7.55 24.94 -26.28 26.57 -26.28 -52.75 -26.25 64.74 57.87
423 mt_962_use2014_best_save_rnk500_fundctrl -7.93 24.56 -26.66 26.19 -26.66 -53.13 -26.63 64.36 57.50
432 mt_961_use2014_best_save_rnk500_fundctrl -9.05 23.44 -27.78 25.07 -27.78 -54.25 -27.74 63.25 56.38
441 mt_962_use2024_best_save_rnk500_fundctrl -10.22 22.27 -28.95 23.90 -28.95 -55.42 -28.92 62.07 55.21
468 mt_962_use2024_last_save_rnk500_fundctrl -16.59 15.91 -35.32 17.54 -35.31 -61.78 -35.28 55.71 48.84