+1,351.1%
MTSI vs AMCR
+106.4%
+1,244.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.6% | +8.4% | +8.8% |
| 7D | +3.5% | -7.9% | +11.4% | +6.2% |
| 30D | -30.3% | +8.2% | -38.5% | -32.1% |
| 3M | -26.0% | -4.3% | -21.7% | -25.4% |
| 6M | -36.1% | +16.6% | -52.7% | -39.9% |
| YTD | +34.3% | +13.1% | +21.2% | +26.3% |
| 1Y | +35.3% | +14.4% | +20.9% | +26.7% |
| 3Y | +217.6% | +18.4% | +199.3% | +189.3% |
| 5Y | +210.1% | -5.8% | +215.9% | +204.7% |
| 10Y | +471.4% | +22.3% | +449.2% | +394.8% |
| All | +1,351.1% | +106.4% | +1,244.7% | +1,059.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling