-91.6%
AMIX vs MTSI
+38.8%
-130.4%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.8% | -10.8% | -6.9% |
| 7D | -16.0% | -10.0% | -6.0% | -11.6% |
| 30D | -55.4% | -37.2% | -18.2% | -40.6% |
| 3M | -87.5% | -30.1% | -57.5% | -85.4% |
| 6M | -81.2% | -31.9% | -49.3% | -79.0% |
| YTD | -86.8% | +23.2% | -110.0% | -86.7% |
| 1Y | -91.6% | +26.4% | -118.0% | -91.3% |
| All | -91.6% | +38.8% | -130.4% | -91.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling