+184.6%
MTSI vs AHR
+404.3%
-219.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.8% | +7.2% | +8.6% |
| 7D | +3.5% | +9.6% | -6.1% | +1.8% |
| 30D | -30.3% | +16.1% | -46.4% | -32.5% |
| 3M | -26.0% | +4.4% | -30.4% | -26.5% |
| 6M | -36.1% | +15.1% | -51.2% | -38.8% |
| YTD | +34.3% | +27.2% | +7.1% | +23.7% |
| 1Y | +35.3% | +21.7% | +13.5% | +26.4% |
| All | +184.6% | +404.3% | -219.7% | +87.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling