+120.4%
MTSI vs AHR
+28.9%
+91.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.5% | +5.6% | +4.2% |
| 7D | +11.1% | -4.3% | +15.4% | +11.4% |
| 30D | -3.7% | -3.1% | -0.6% | -3.5% |
| 3M | -20.2% | +15.7% | -35.9% | -25.0% |
| 6M | +30.8% | +4.1% | +26.7% | +29.2% |
| YTD | +67.0% | +15.4% | +51.6% | +56.0% |
| 1Y | +120.4% | +28.0% | +92.5% | +94.8% |
| All | +120.4% | +28.9% | +91.6% | +94.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling