+133.7%
AMT vs MTSI
+454.4%
-320.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.3% | +0.8% |
| 7D | +1.6% | -3.8% | +5.5% | +1.7% |
| 30D | +4.5% | -31.4% | +35.8% | +6.6% |
| 3M | +13.8% | -23.8% | +37.5% | +15.0% |
| 6M | +10.0% | -37.1% | +47.1% | +12.0% |
| YTD | +11.8% | +32.2% | -20.5% | +6.3% |
| 1Y | +10.2% | +26.9% | -16.7% | +5.1% |
| 3Y | +15.1% | +193.7% | -178.6% | -1.8% |
| 5Y | -18.8% | +218.0% | -236.9% | -32.5% |
| 10Y | +133.7% | +477.8% | -344.1% | +64.9% |
| All | +133.7% | +454.4% | -320.7% | +64.9% |
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