-99.8%
AMIX vs MTSI
+207.3%
-307.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.5% | -5.4% | -3.0% |
| 7D | -13.7% | +1.4% | -15.1% | -14.1% |
| 30D | -62.1% | +2.1% | -64.1% | -62.7% |
| 3M | -46.2% | -29.7% | -16.4% | -46.9% |
| 6M | -46.4% | +12.5% | -59.0% | -44.1% |
| YTD | -60.3% | +57.0% | -117.3% | -56.9% |
| 1Y | -79.7% | +103.9% | -183.6% | -77.0% |
| All | -99.8% | +207.3% | -307.1% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 10y: compounded portfolio wealth divided by compounded MTSI 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…
10y analysis · Full analysis span regression · 6 months rolling