+2,163.9%
MTSI vs AMBA
+837.3%
+1,326.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.2% | +3.7% |
| 7D | +1.4% | -11.0% | +12.3% | +5.6% |
| 30D | +2.1% | -23.2% | +25.2% | +12.3% |
| 3M | -29.7% | -12.7% | -17.0% | -27.7% |
| 6M | +12.5% | +11.2% | +1.3% | +5.2% |
| YTD | +57.0% | -11.2% | +68.2% | +56.3% |
| 1Y | +103.9% | -22.5% | +126.5% | +110.5% |
| 3Y | +223.6% | -1.3% | +224.9% | +190.1% |
| 5Y | +321.6% | -54.2% | +375.7% | +344.7% |
| 10Y | +517.7% | -6.1% | +523.8% | +374.4% |
| All | +2,163.9% | +837.3% | +1,326.6% | +1,173.9% |
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 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