+109.0%
MTSI vs AMDL
+20.7%
+88.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -34.9% | +16.5% | -8.8% |
| 7D | -24.6% | -52.7% | +28.1% | -8.9% |
| 30D | -45.7% | -65.3% | +19.6% | -29.1% |
| 3M | -27.7% | -40.8% | +13.1% | -17.9% |
| 6M | -37.3% | -12.9% | -24.4% | -38.1% |
| YTD | +11.1% | +98.0% | -86.9% | -15.4% |
| 1Y | +27.2% | +30.1% | -3.0% | +5.0% |
| All | +109.0% | +20.7% | +88.3% | +38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling