+539.5%
MTSI vs AMCR
+16.5%
+523.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +4.0% | +2.9% |
| 7D | +4.9% | -1.8% | +6.7% | +5.6% |
| 30D | -11.6% | -6.0% | -5.6% | -9.6% |
| 3M | -24.1% | +18.9% | -43.0% | -30.2% |
| 6M | +32.4% | +5.7% | +26.8% | +27.4% |
| YTD | +60.4% | +11.1% | +49.3% | +49.6% |
| 1Y | +111.0% | +12.7% | +98.3% | +94.8% |
| 3Y | +246.1% | +9.6% | +236.6% | +214.7% |
| 5Y | +340.3% | -10.3% | +350.6% | +339.6% |
| 10Y | +539.5% | +16.5% | +523.0% | +428.8% |
| All | +539.5% | +16.5% | +523.0% | +428.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling