-99.9%
AMIX vs MTSI
+166.4%
-266.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.7% |
| 7D | -25.1% | -10.7% | -14.5% | -22.6% |
| 30D | -54.5% | -29.0% | -25.5% | -50.2% |
| 3M | -91.7% | -14.7% | -77.0% | -91.5% |
| 6M | -79.4% | -20.1% | -59.4% | -78.6% |
| YTD | -86.1% | +36.1% | -122.2% | -84.5% |
| 1Y | -91.6% | +61.7% | -153.3% | -90.3% |
| All | -99.9% | +166.4% | -266.3% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling