+231.9%
MTSI vs AMC
-79.6%
+311.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.3% | -0.9% | +3.3% |
| 7D | +1.4% | +2.3% | -0.9% | +1.3% |
| 30D | +2.1% | -0.7% | +2.8% | +2.0% |
| 3M | -29.7% | +35.2% | -64.9% | -31.4% |
| 6M | +12.5% | +124.6% | -112.0% | +5.6% |
| YTD | +57.0% | +69.9% | -12.8% | +49.7% |
| 1Y | +103.9% | -2.6% | +106.5% | +100.7% |
| All | +231.9% | -79.6% | +311.5% | +237.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling