+209.2%
MTSI vs AHR
+406.6%
-197.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.3% | +10.6% | +10.4% |
| 7D | +7.2% | +5.1% | +2.1% | +6.2% |
| 30D | -18.4% | +12.8% | -31.2% | -20.4% |
| 3M | -16.7% | +13.0% | -29.6% | -18.8% |
| 6M | -31.7% | +18.7% | -50.4% | -35.3% |
| YTD | +45.9% | +27.8% | +18.1% | +34.3% |
| 1Y | +47.0% | +22.9% | +24.1% | +37.0% |
| All | +209.2% | +406.6% | -197.5% | +103.0% |
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