+512.4%
MTSI vs AMCR
+20.2%
+492.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -1.8% | +12.1% | +11.0% |
| 7D | +7.2% | -8.5% | +15.7% | +11.2% |
| 30D | -18.4% | +6.8% | -25.2% | -20.9% |
| 3M | -16.7% | -5.0% | -11.7% | -15.8% |
| 6M | -31.7% | +13.9% | -45.6% | -36.6% |
| YTD | +45.9% | +11.2% | +34.7% | +35.1% |
| 1Y | +47.0% | +11.3% | +35.7% | +35.9% |
| 3Y | +224.1% | +15.4% | +208.7% | +186.4% |
| 5Y | +238.5% | -7.7% | +246.3% | +231.7% |
| All | +512.4% | +20.2% | +492.2% | +402.3% |
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