+204.1%
MTSI vs AHR
+401.6%
-197.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.4% |
| 7D | +29.1% | +4.6% | +24.5% | +28.0% |
| 30D | -20.4% | +11.6% | -32.0% | -22.2% |
| 3M | -20.9% | +12.0% | -33.0% | -22.8% |
| 6M | -32.3% | +15.0% | -47.3% | -35.1% |
| YTD | +43.5% | +26.5% | +17.0% | +32.3% |
| 1Y | +43.8% | +25.0% | +18.8% | +33.0% |
| All | +204.1% | +401.6% | -197.5% | +100.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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