-99.9%
AMIX vs MTSI
+185.5%
-285.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +10.3% | -30.3% | -22.7% |
| 7D | -8.1% | +7.2% | -15.3% | -10.9% |
| 30D | -52.3% | -18.4% | -33.8% | -50.3% |
| 3M | -83.8% | -16.7% | -67.1% | -83.4% |
| 6M | -79.0% | -31.7% | -47.3% | -79.3% |
| YTD | -87.2% | +45.9% | -133.1% | -86.2% |
| 1Y | -91.7% | +47.0% | -138.7% | -91.0% |
| All | -99.9% | +185.5% | -285.5% | -99.9% |
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