+1,231.1%
MTSI vs AMCR
+105.2%
+1,125.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -2.1% | +13.0% | +11.5% |
| 7D | -10.0% | -5.3% | -4.7% | -8.5% |
| 30D | -37.2% | +8.7% | -45.9% | -39.0% |
| 3M | -30.1% | -3.3% | -26.8% | -29.8% |
| 6M | -31.9% | +15.1% | -47.0% | -35.8% |
| YTD | +23.2% | +12.4% | +10.8% | +16.1% |
| 1Y | +26.4% | +15.8% | +10.6% | +17.8% |
| 3Y | +186.2% | +16.7% | +169.4% | +161.8% |
| 5Y | +187.0% | -5.1% | +192.1% | +181.4% |
| 10Y | +460.4% | +21.5% | +438.8% | +386.0% |
| All | +1,231.1% | +105.2% | +1,125.9% | +965.7% |
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