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
idxctrl_20260320_151612
3 mt_962_use2022_best_save_rnk500_idxctrl 122.87 113.20 -36.35 5.23 -36.35 269.50 321.88 242.68 244.81
5 mt_962_use2020_best_save_rnk500_idxctrl 110.96 101.28 -48.26 -6.68 -48.26 257.58 309.96 230.77 232.89
8 mt_962_use2015_best_save_rnk500_idxctrl 106.65 96.98 -52.57 -10.99 -52.57 253.27 305.65 226.46 228.58
10 mt_961_use2017_best_save_rnk500_idxctrl 97.64 87.96 -61.58 -20.00 -61.58 244.26 296.64 217.45 219.57
12 mt_962_use2021_best_save_rnk500_idxctrl 96.04 86.37 -63.17 -21.60 -63.17 242.67 295.05 215.86 217.98
15 mt_962_use2020_last_save_rnk500_idxctrl 90.87 81.20 -68.34 -26.77 -68.34 237.50 289.88 210.69 212.81
16 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 87.94 78.27 -71.27 -29.69 -71.27 234.57 286.95 207.76 209.88
17 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 87.19 77.51 -72.03 -30.45 -72.03 233.81 286.19 207.00 209.12
19 mt_962_use2019_last_save_rnk500_idxctrl 85.48 75.81 -73.74 -32.16 -73.74 232.11 284.48 205.29 207.42
20 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 85.34 75.67 -73.87 -32.29 -73.87 231.97 284.35 205.16 207.28
21 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 84.89 75.22 -74.33 -32.75 -74.33 231.52 283.90 204.70 206.83
22 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 84.54 74.87 -74.68 -33.10 -74.68 231.17 283.55 204.35 206.48
23 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 84.09 74.42 -75.12 -33.55 -75.12 230.72 283.10 203.91 206.03
24 mt_962_use2022_last_save_rnk500_idxctrl 83.21 73.54 -76.01 -34.43 -76.01 229.84 282.22 203.02 205.15
25 mt_961_use2015_last_save_rnk500_idxctrl 82.50 72.83 -76.71 -35.13 -76.71 229.13 281.51 202.32 204.44
27 mt_961_use2019_best_save_rnk500_idxctrl 82.03 72.36 -77.19 -35.61 -77.19 228.66 281.04 201.84 203.97
28 mt_962_use2019_best_save_rnk500_idxctrl 81.36 71.68 -77.86 -36.28 -77.86 227.98 280.36 201.17 203.29
30 mt_962_use2021_last_save_rnk500_idxctrl 77.10 67.43 -82.11 -40.53 -82.11 223.73 276.11 196.92 199.04
31 mt_962_use2018_best_save_rnk500_idxctrl 75.94 66.27 -83.28 -41.70 -83.27 222.57 274.95 195.75 197.88
32 mt_961_use2019_last_save_rnk500_idxctrl 75.89 66.22 -83.33 -41.75 -83.33 222.52 274.90 195.70 197.83
33 mt_961_use2018_last_save_rnk500_idxctrl 75.54 65.87 -83.67 -42.10 -83.67 222.17 274.55 195.35 197.48
34 mt_962_use2017_best_save_rnk500_idxctrl 75.24 65.57 -83.98 -42.40 -83.98 221.87 274.25 195.05 197.18
35 mt_962_use2016_last_save_rnk500_idxctrl 75.21 65.54 -84.01 -42.43 -84.00 221.84 274.22 195.02 197.15
36 mt_961_use2018_best_save_rnk500_idxctrl 74.43 64.76 -84.79 -43.21 -84.79 221.05 273.43 194.24 196.36
37 mt_961_use2015_best_save_rnk500_idxctrl 73.13 63.46 -86.09 -44.51 -86.08 219.76 272.14 192.94 195.07
38 mt_962_use2024_last_save_rnk500_idxctrl 72.80 63.12 -86.42 -44.84 -86.42 219.42 271.80 192.61 194.73
39 mt_961_use2017_last_save_rnk500_idxctrl 71.56 61.88 -87.66 -46.08 -87.66 218.18 270.56 191.37 193.49
40 mt_962_use2012_last_save_rnk500_idxctrl 69.89 60.22 -89.33 -47.75 -89.33 216.51 268.89 189.70 191.82
41 mt_962_use2015_last_save_rnk500_idxctrl 68.04 58.37 -91.18 -49.60 -91.18 214.67 267.05 187.85 189.98
42 mt_961_use2016_best_save_rnk500_idxctrl 68.01 58.34 -91.21 -49.63 -91.21 214.64 267.02 187.82 189.95
43 mt_962_use2024_best_save_rnk500_idxctrl 67.67 58.00 -91.55 -49.97 -91.55 214.30 266.68 187.48 189.61
45 mt_961_use2024_last_save_rnk500_idxctrl 65.36 55.69 -93.86 -52.28 -93.86 211.98 264.36 185.17 187.29
46 mt_961_use2024_best_save_rnk500_idxctrl 63.92 54.25 -95.30 -53.72 -95.30 210.55 262.93 183.73 185.86
47 mt_962_use2017_last_save_rnk500_idxctrl 59.91 50.24 -99.30 -57.72 -99.30 206.54 258.92 179.73 181.85
48 mt_962_use2023_best_save_rnk500_idxctrl 59.90 50.23 -99.32 -57.74 -99.32 206.52 258.90 179.71 181.83
49 mt_961_use2016_last_save_rnk500_idxctrl 59.70 50.03 -99.51 -57.94 -99.51 206.33 258.71 179.52 181.64
50 mt_962_use2013_best_save_rnk500_idxctrl 58.76 49.09 -100.46 -58.88 -100.46 205.39 257.77 178.57 180.70
51 mt_961_use2020_best_save_rnk500_idxctrl 58.41 48.74 -100.80 -59.23 -100.80 205.04 257.42 178.22 180.35
53 multin_zz500_61001_idxctrl_zz500_pv 57.70 48.02 -101.52 -59.94 -101.52 204.32 256.70 177.51 179.63
54 mt_961_use2021_best_save_rnk500_idxctrl 57.60 47.93 -101.62 -60.04 -101.62 204.23 256.61 177.41 179.54
55 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 57.56 47.89 -101.66 -60.08 -101.66 204.19 256.57 177.37 179.50
56 mt_961_use2020_last_save_rnk500_idxctrl 57.45 47.78 -101.76 -60.19 -101.76 204.08 256.46 177.27 179.39
57 mt_961_use2014_best_save_rnk500_idxctrl 57.10 47.42 -102.12 -60.54 -102.12 203.72 256.10 176.91 179.03
58 mt_962_use2023_last_save_rnk500_idxctrl 55.92 46.25 -103.30 -61.72 -103.30 202.55 254.92 175.73 177.85
59 mt_961_use2013_best_save_rnk500_idxctrl 55.08 45.41 -104.13 -62.55 -104.13 201.71 254.09 174.90 177.02
60 multin_zz500_61004_idxctrl_zz500_pv 54.53 44.86 -104.69 -63.11 -104.69 201.16 253.54 174.34 176.47
61 multin_zz500_61002_idxctrl_zz500_pv 54.47 44.80 -104.75 -63.17 -104.75 201.10 253.47 174.28 176.41
62 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 54.29 44.62 -104.93 -63.35 -104.92 200.92 253.30 174.10 176.23
63 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 54.22 44.55 -104.99 -63.41 -104.99 200.85 253.23 174.04 176.16
68 mt_961_use2014_last_save_rnk500_idxctrl 51.62 41.95 -107.59 -66.02 -107.59 198.25 250.63 171.43 173.56
69 mt_962_use2012_best_save_rnk500_idxctrl 51.58 41.90 -107.64 -66.06 -107.64 198.20 250.58 171.39 173.51
70 mt_962_use2018_last_save_rnk500_idxctrl 51.35 41.68 -107.87 -66.29 -107.87 197.98 250.36 171.16 173.29
72 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 49.93 40.26 -109.29 -67.71 -109.29 196.56 248.94 169.74 171.87
73 multin_zz1000_61001_idxctrl_pv_rm_fnd 49.01 39.34 -110.20 -68.62 -110.20 195.64 248.02 168.83 170.95
75 mt_962_use2013_last_save_rnk500_idxctrl 46.74 37.06 -112.48 -70.90 -112.48 193.36 245.74 166.55 168.67
77 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 45.75 36.08 -113.47 -71.89 -113.47 192.37 244.75 165.56 167.68
78 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 45.75 36.08 -113.47 -71.89 -113.47 192.37 244.75 165.56 167.68
80 multin_zz1000_61004_idxctrl_pv_rm_fnd 44.87 35.20 -114.35 -72.77 -114.35 191.49 243.87 164.68 166.80
81 multin_zz1000_61002_idxctrl_pv_rm_fnd 44.87 35.20 -114.35 -72.77 -114.35 191.49 243.87 164.68 166.80
83 multin_zz1000_61001_idxctrl_pv_rm_blc 41.05 31.38 -118.17 -76.59 -118.17 187.68 240.06 160.86 162.99
84 mt_961_use2021_last_save_rnk500_idxctrl 40.49 30.81 -118.73 -77.15 -118.73 187.11 239.49 160.30 162.42
85 mt_962_use2014_best_save_rnk500_idxctrl 40.12 30.45 -119.10 -77.52 -119.09 186.75 239.13 159.93 162.06
86 multin_zz1000_61001_idxctrl_pv 39.86 30.19 -119.35 -77.78 -119.35 186.49 238.87 159.68 161.80
88 mt_962_use2010_best_save_rnk500_idxctrl 38.01 28.34 -121.21 -79.63 -121.21 184.64 237.02 157.82 159.95
90 mt_962_use2010_last_save_rnk500_idxctrl 37.76 28.09 -121.46 -79.88 -121.46 184.39 236.77 157.57 159.70
94 multin_zz1000_61004_idxctrl_pv_rm_blc 36.35 26.68 -122.87 -81.29 -122.87 182.98 235.36 156.16 158.29
95 multin_zz1000_61002_idxctrl_pv_rm_blc 36.35 26.68 -122.87 -81.29 -122.87 182.98 235.36 156.16 158.29
97 multin_zz1000_61004_idxctrl_pv 35.26 25.58 -123.96 -82.38 -123.96 181.88 234.26 155.07 157.19
98 multin_zz1000_61002_idxctrl_pv 35.26 25.58 -123.96 -82.38 -123.96 181.88 234.26 155.07 157.19
100 mt_962_use2011_best_save_rnk500_idxctrl 33.14 23.47 -126.07 -84.49 -126.07 179.77 232.15 152.96 155.08
101 mt_962_use2016_best_save_rnk500_idxctrl 33.11 23.44 -126.10 -84.53 -126.10 179.74 232.12 152.93 155.05
102 mt_961_use2013_last_save_rnk500_idxctrl 32.47 22.80 -126.75 -85.17 -126.75 179.10 231.48 152.28 154.41
103 mt_962_use2014_last_save_rnk500_idxctrl 32.01 22.34 -127.21 -85.63 -127.21 178.64 231.02 151.82 153.95
107 mt_961_use2022_best_save_rnk500_idxctrl 28.62 18.95 -130.60 -89.02 -130.60 175.25 227.63 148.43 150.56
114 mt_961_use2008_last_save_rnk500_idxctrl 23.52 13.84 -135.70 -94.12 -135.70 170.14 222.52 143.33 145.45
115 mt_961_use2022_last_save_rnk500_idxctrl 23.19 13.51 -136.03 -94.45 -136.03 169.81 222.19 143.00 145.12
116 mt_961_use2023_best_save_rnk500_idxctrl 22.41 12.74 -136.81 -95.23 -136.81 169.04 221.42 142.22 144.35
117 mt_962_use2011_last_save_rnk500_idxctrl 22.18 12.50 -137.04 -95.46 -137.04 168.80 221.18 141.99 144.11
120 mt_961_use2023_last_save_rnk500_idxctrl 20.75 11.08 -138.47 -96.89 -138.46 167.38 219.76 140.56 142.69
125 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 18.38 8.71 -140.84 -99.26 -140.84 165.01 217.39 138.19 140.32
128 multin_zz1000_61001_idxctrl_zz1000_pv 16.76 7.09 -142.46 -100.88 -142.46 163.39 215.77 136.57 138.70
131 mt_962_use2008_best_save_rnk500_idxctrl 15.77 6.09 -143.45 -101.87 -143.45 162.39 214.77 135.58 137.70
132 mt_962_use2008_last_save_rnk500_idxctrl 15.47 5.80 -143.75 -102.17 -143.75 162.10 214.48 135.28 137.41
134 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 14.89 5.22 -144.33 -102.75 -144.33 161.51 213.89 134.70 136.82
136 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 14.16 4.48 -145.06 -103.48 -145.06 160.78 213.16 133.97 136.09
137 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 13.97 4.30 -145.25 -103.67 -145.25 160.60 212.98 133.78 135.91
139 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 13.19 3.52 -146.03 -104.45 -146.03 159.81 212.19 133.00 135.12
141 multin_zz1000_61002_idxctrl_zz1000_pv 12.66 2.99 -146.56 -104.98 -146.56 159.29 211.67 132.47 134.60
142 multin_zz1000_61004_idxctrl_zz1000_pv 12.51 2.84 -146.71 -105.13 -146.71 159.14 211.52 132.32 134.45
144 mt_962_use2009_best_save_rnk500_idxctrl 12.20 2.53 -147.01 -105.44 -147.01 158.83 211.21 132.01 134.14
145 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 11.67 2.00 -147.55 -105.97 -147.55 158.30 210.68 131.48 133.61
147 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 11.61 1.94 -147.61 -106.03 -147.61 158.24 210.62 131.42 133.55
151 mt_961_use2008_best_save_rnk500_idxctrl 10.27 0.60 -148.94 -107.37 -148.94 156.90 209.28 130.09 132.21
153 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 10.11 0.44 -149.11 -107.53 -149.11 156.73 209.11 129.92 132.04
154 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 10.00 0.33 -149.22 -107.64 -149.21 156.63 209.01 129.81 131.94
158 mt_962_use2009_last_save_rnk500_idxctrl 8.77 -0.90 -150.45 -108.87 -150.45 155.40 207.78 128.58 130.71
160 mt_961_use2012_last_save_rnk500_idxctrl 8.23 -1.44 -150.99 -109.41 -150.98 154.86 207.24 128.04 130.17
164 mt_961_use2011_best_save_rnk500_idxctrl 7.91 -1.76 -151.31 -109.73 -151.31 154.54 206.92 127.72 129.85
165 mt_961_use2012_best_save_rnk500_idxctrl 7.62 -2.05 -151.60 -110.02 -151.60 154.25 206.63 127.43 129.56
170 mt_961_use2011_last_save_rnk500_idxctrl 6.15 -3.52 -153.07 -111.49 -153.07 152.78 205.16 125.96 128.09
175 mt_961_use2009_last_save_rnk500_idxctrl 4.98 -4.70 -154.24 -112.66 -154.24 151.60 203.98 124.79 126.91
183 mt_961_use2010_best_save_rnk500_idxctrl 3.24 -6.43 -155.98 -114.40 -155.98 149.86 202.24 123.05 125.17
186 mt_961_use2010_last_save_rnk500_idxctrl 2.34 -7.34 -156.88 -115.30 -156.88 148.96 201.34 122.15 124.27
189 mt_961_use2009_best_save_rnk500_idxctrl 0.80 -8.87 -158.42 -116.84 -158.42 147.43 199.81 120.61 122.74
220 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -11.42 -21.09 -170.63 -129.05 -170.63 135.21 187.59 108.40 110.52
221 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -11.43 -21.10 -170.65 -129.07 -170.65 135.20 187.58 108.38 110.51
229 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -15.89 -25.56 -175.11 -133.53 -175.11 130.74 183.12 103.92 106.05
230 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -15.98 -25.66 -175.20 -133.62 -175.20 130.64 183.02 103.83 105.95
231 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -16.27 -25.94 -175.49 -133.91 -175.48 130.36 182.74 103.54 105.67
232 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -16.63 -26.30 -175.85 -134.27 -175.85 129.99 182.37 103.18 105.30
242 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -20.53 -30.20 -179.75 -138.17 -179.75 126.09 178.47 99.28 101.40
243 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -20.78 -30.45 -180.00 -138.42 -180.00 125.85 178.23 99.03 101.16
244 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -20.81 -30.48 -180.03 -138.45 -180.03 125.82 178.20 99.00 101.13
245 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -21.28 -30.95 -180.50 -138.92 -180.50 125.35 177.73 98.53 100.66
246 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -21.29 -30.97 -180.51 -138.93 -180.51 125.33 177.71 98.52 100.64
247 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -21.53 -31.20 -180.74 -139.17 -180.74 125.10 177.48 98.29 100.41
251 multin_zz1000_61001_idxctrl_top3800_pv -22.85 -32.52 -182.07 -140.49 -182.07 123.77 176.15 96.96 99.08
252 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -23.51 -33.18 -182.73 -141.15 -182.72 123.12 175.50 96.30 98.43
264 multin_zz1000_61002_idxctrl_top3800_pv -26.79 -36.46 -186.01 -144.43 -186.01 119.84 172.22 93.02 95.15
266 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -27.47 -37.14 -186.69 -145.11 -186.69 119.16 171.53 92.34 94.46
267 multin_zz1000_61001_idxctrl_50010002000_pv -27.65 -37.32 -186.86 -145.29 -186.86 118.98 171.36 92.17 94.29
268 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -28.48 -38.15 -187.70 -146.12 -187.70 118.14 170.52 91.33 93.45
270 multin_zz1000_61004_idxctrl_top3800_pv -30.37 -40.05 -189.59 -148.01 -189.59 116.25 168.63 89.44 91.56
271 multin_zz1000_61002_idxctrl_50010002000_pv -30.68 -40.36 -189.90 -148.32 -189.90 115.94 168.32 89.13 91.25
273 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -31.03 -40.70 -190.25 -148.67 -190.25 115.60 167.98 88.78 90.91
274 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -31.53 -41.20 -190.74 -149.16 -190.74 115.10 167.48 88.29 90.41
275 multin_zz1000_61004_idxctrl_50010002000_pv -31.86 -41.53 -191.08 -149.50 -191.07 114.77 167.15 87.95 90.08
279 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -32.73 -42.40 -191.95 -150.37 -191.95 113.89 166.27 87.08 89.20