+43.8%
MTSI vs AMC
+37.4%
+6.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.5% |
| 7D | +29.1% | +8.4% | +20.7% | +28.5% |
| 30D | -20.4% | +9.2% | -29.6% | -20.4% |
| 3M | -20.9% | +32.0% | -52.9% | -21.2% |
| 6M | -32.3% | +149.3% | -181.5% | -35.8% |
| YTD | +43.5% | +114.1% | -70.6% | +39.1% |
| 1Y | +43.8% | +35.8% | +8.0% | +68.8% |
| All | +43.8% | +37.4% | +6.4% | +68.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling