+51.5%
MTSI vs AMDL
+179.2%
-127.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +11.9% | -13.5% | -5.3% |
| 7D | +29.1% | +103.5% | -74.4% | +2.4% |
| 30D | -20.4% | -18.3% | -2.1% | -18.8% |
| 3M | -20.9% | +20.1% | -41.0% | -27.6% |
| 6M | -32.3% | +15.9% | -48.2% | -38.6% |
| YTD | +43.5% | +303.0% | -259.5% | -9.5% |
| All | +51.5% | +179.2% | -127.7% | +4.1% |
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