+159.0%
MTSI vs AMBA
-72.1%
+231.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -9.4% | -8.9% | -14.4% |
| 7D | -24.6% | -14.6% | -10.0% | -18.9% |
| 30D | -45.7% | -18.8% | -26.9% | -40.2% |
| 3M | -27.7% | -32.6% | +4.8% | -14.2% |
| 6M | -37.3% | -25.8% | -11.5% | -31.0% |
| YTD | +11.1% | -22.1% | +33.3% | +17.2% |
| 1Y | +27.2% | -36.2% | +63.4% | +44.1% |
| 3Y | +153.7% | +10.0% | +143.7% | +112.3% |
| 5Y | +159.0% | -71.6% | +230.5% | +215.9% |
| All | +159.0% | -72.1% | +231.1% | +215.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 5y: compounded portfolio wealth divided by compounded AMBA 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…
5y analysis · Full analysis span regression · 6 months rolling