+320.4%
MTSI vs AMBA
-54.5%
+374.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.2% | +3.8% |
| 7D | +1.4% | -11.0% | +12.3% | +6.1% |
| 30D | +2.1% | -23.2% | +25.2% | +13.6% |
| 3M | -29.7% | -12.7% | -17.0% | -27.6% |
| 6M | +12.5% | +11.2% | +1.3% | +3.8% |
| YTD | +57.0% | -11.2% | +68.2% | +55.4% |
| 1Y | +103.9% | -22.5% | +126.5% | +110.1% |
| 3Y | +223.6% | -1.3% | +224.9% | +179.4% |
| All | +320.4% | -54.5% | +374.9% | +329.2% |
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