+451.3%
MTSI vs AMC
-98.7%
+550.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +1.9% | +8.9% | +10.8% |
| 7D | -10.0% | +2.6% | -12.6% | -10.0% |
| 30D | -37.2% | +9.0% | -46.2% | -37.3% |
| 3M | -30.1% | +22.2% | -52.2% | -30.5% |
| 6M | -31.9% | +91.5% | -123.4% | -33.6% |
| YTD | +23.2% | +101.3% | -78.1% | +19.7% |
| 1Y | +26.4% | +20.8% | +5.6% | +24.6% |
| 3Y | +186.2% | -71.3% | +257.5% | +188.3% |
| 5Y | +187.0% | -99.2% | +286.3% | +204.5% |
| All | +451.3% | -98.7% | +550.0% | +593.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 10y: compounded portfolio wealth divided by compounded AMC 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…
10y analysis · Full analysis span regression · 6 months rolling