+330.3%
AMT vs MTSI
+896.6%
-566.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -18.4% | +17.9% | +0.8% |
| 7D | +4.4% | -24.6% | +29.0% | +6.2% |
| 30D | +17.7% | -45.7% | +63.4% | +22.3% |
| 3M | +16.7% | -27.7% | +44.4% | +18.3% |
| 6M | +11.1% | -37.3% | +48.4% | +12.9% |
| YTD | +13.9% | +11.1% | +2.7% | +9.7% |
| 1Y | +12.5% | +27.2% | -14.7% | +6.9% |
| 3Y | +13.2% | +153.7% | -140.5% | -2.0% |
| 5Y | -17.9% | +159.0% | -176.8% | -30.0% |
| 10Y | +122.8% | +405.6% | -282.8% | +64.6% |
| All | +330.3% | +896.6% | -566.3% | +199.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling