+512.7%
MTSI vs AME
+437.3%
+75.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.6% | +9.7% | +9.8% |
| 7D | +7.2% | +1.1% | +6.1% | +7.4% |
| 30D | -18.4% | -4.1% | -14.4% | -13.5% |
| 3M | -16.7% | -6.3% | -10.3% | -9.1% |
| 6M | -31.7% | +3.5% | -35.3% | -31.4% |
| YTD | +45.9% | +17.3% | +28.6% | +31.0% |
| 1Y | +47.0% | +22.0% | +25.0% | +27.4% |
| 3Y | +224.1% | +62.0% | +162.1% | +113.0% |
| 5Y | +238.5% | +78.5% | +160.0% | +104.5% |
| 10Y | +512.7% | +441.6% | +71.1% | +122.5% |
| All | +512.7% | +437.3% | +75.4% | +122.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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