+1,596.8%
MTSI vs AMCR
+100.2%
+1,496.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.5% |
| 7D | +1.4% | -1.9% | +3.3% | +1.9% |
| 30D | +2.1% | -4.1% | +6.2% | +3.1% |
| 3M | -29.7% | +21.7% | -51.4% | -34.6% |
| 6M | +12.5% | +1.5% | +11.0% | +10.8% |
| YTD | +57.0% | +13.1% | +43.9% | +48.3% |
| 1Y | +103.9% | +13.0% | +90.9% | +92.3% |
| 3Y | +223.6% | +6.9% | +216.6% | +205.8% |
| 5Y | +321.6% | -10.5% | +332.0% | +322.2% |
| 10Y | +517.7% | +20.9% | +496.8% | +442.6% |
| All | +1,596.8% | +100.2% | +1,496.6% | +1,275.3% |
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 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