+61.7%
MTSI vs AMCR
+32.3%
+29.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.3% | -4.3% | -0.8% |
| 7D | -10.7% | +6.2% | -16.9% | -10.6% |
| 30D | -29.0% | +16.0% | -45.0% | -29.2% |
| 3M | -14.7% | +4.4% | -19.1% | -14.1% |
| 6M | -20.1% | +35.5% | -55.6% | -24.9% |
| YTD | +36.1% | +21.5% | +14.6% | +28.6% |
| 1Y | +61.7% | +30.7% | +31.0% | +44.9% |
| All | +61.7% | +32.3% | +29.5% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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