+468.8%
MTSI vs AME
+444.5%
+24.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.4% | -6.0% | -6.0% |
| 7D | +10.0% | +5.9% | +4.1% | +4.3% |
| 30D | -20.3% | -1.9% | -18.4% | -17.4% |
| 3M | -24.4% | -5.4% | -19.1% | -18.4% |
| 6M | -39.2% | +4.9% | -44.1% | -39.7% |
| YTD | +35.5% | +18.5% | +17.0% | +20.4% |
| 1Y | +43.0% | +25.5% | +17.6% | +20.7% |
| 3Y | +196.3% | +63.0% | +133.2% | +93.4% |
| 5Y | +210.0% | +78.3% | +131.7% | +87.2% |
| All | +468.8% | +444.5% | +24.3% | +103.2% |
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