+26.4%
MTSI vs AMDL
+62.4%
-36.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +22.3% | -11.4% | +4.0% |
| 7D | -10.0% | -26.2% | +16.2% | -2.7% |
| 30D | -37.2% | -57.1% | +19.9% | -21.6% |
| 3M | -30.1% | -29.8% | -0.2% | -23.8% |
| 6M | -31.9% | -22.2% | -9.7% | -28.8% |
| YTD | +23.2% | +142.1% | -118.9% | -7.6% |
| 1Y | +26.4% | +85.8% | -59.4% | -0.6% |
| All | +26.4% | +62.4% | -36.0% | -0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling