+120.4%
MTSI vs AMCR
+10.0%
+110.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.7% | +6.8% | +4.3% |
| 7D | +11.1% | -6.3% | +17.4% | +11.7% |
| 30D | -3.7% | -7.1% | +3.5% | -3.0% |
| 3M | -20.2% | +12.7% | -32.9% | -23.3% |
| 6M | +30.8% | +5.2% | +25.7% | +25.3% |
| YTD | +67.0% | +8.1% | +59.0% | +59.9% |
| 1Y | +120.4% | +11.7% | +108.7% | +108.4% |
| All | +120.4% | +10.0% | +110.5% | +108.4% |
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