-20.3%
AMT vs MTSI
+183.3%
-203.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +10.8% | -13.5% | -2.7% |
| 7D | +0.5% | -10.0% | +10.5% | +0.6% |
| 30D | +13.6% | -37.2% | +50.8% | +14.1% |
| 3M | +11.5% | -30.1% | +41.5% | +11.8% |
| 6M | +6.9% | -31.9% | +38.8% | +6.7% |
| YTD | +10.8% | +23.2% | -12.4% | +7.0% |
| 1Y | +10.3% | +26.4% | -16.1% | +6.2% |
| 3Y | +12.4% | +186.2% | -173.7% | -6.3% |
| All | -20.3% | +183.3% | -203.6% | -35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling