+148.7%
MTSI vs AMDL
+92.1%
+56.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.7% | -4.2% | -2.3% |
| 7D | -3.8% | +5.4% | -9.2% | -6.6% |
| 30D | -31.4% | -36.6% | +5.2% | -24.3% |
| 3M | -23.8% | -1.0% | -22.8% | -25.3% |
| 6M | -37.1% | -12.1% | -25.0% | -38.7% |
| YTD | +32.2% | +215.1% | -182.9% | -12.1% |
| 1Y | +26.9% | +130.4% | -103.4% | -10.2% |
| All | +148.7% | +92.1% | +56.6% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 10y: compounded portfolio wealth divided by compounded AMDL 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…
10y analysis · Full analysis span regression · 6 months rolling