+1,862.4%
MTSI vs AMBA
+807.9%
+1,054.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.4% |
| 7D | -10.7% | -8.1% | -2.6% | -7.8% |
| 30D | -29.0% | -10.8% | -18.2% | -25.7% |
| 3M | -14.7% | -25.9% | +11.2% | -4.6% |
| 6M | -20.1% | -13.9% | -6.2% | -17.9% |
| YTD | +36.1% | -14.0% | +50.1% | +37.5% |
| 1Y | +61.7% | -25.7% | +87.4% | +70.5% |
| 3Y | +210.7% | +21.5% | +189.2% | +160.8% |
| 5Y | +212.8% | -68.9% | +281.8% | +277.6% |
| 10Y | +519.2% | +5.2% | +514.0% | +370.1% |
| All | +1,862.4% | +807.9% | +1,054.5% | +1,020.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling