+186.2%
MTSI vs AMCR
+16.4%
+169.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -2.1% | +13.0% | +11.2% |
| 7D | -10.0% | -5.3% | -4.7% | -9.1% |
| 30D | -37.2% | +8.7% | -45.9% | -38.1% |
| 3M | -30.1% | -3.3% | -26.8% | -29.6% |
| 6M | -31.9% | +15.1% | -47.0% | -34.9% |
| YTD | +23.2% | +12.4% | +10.8% | +17.0% |
| 1Y | +26.4% | +15.8% | +10.6% | +18.9% |
| 3Y | +186.2% | +16.7% | +169.4% | +156.0% |
| All | +186.2% | +16.4% | +169.8% | +156.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling