+26.9%
MTSI vs AME
+21.9%
+5.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.6% | -1.6% |
| 7D | -3.8% | -4.1% | +0.3% | +3.1% |
| 30D | -31.4% | -4.1% | -27.3% | -25.7% |
| 3M | -23.8% | -5.6% | -18.1% | -15.0% |
| 6M | -37.1% | +2.8% | -39.9% | -36.3% |
| YTD | +32.2% | +16.6% | +15.6% | +16.2% |
| 1Y | +26.9% | +21.1% | +5.8% | +7.8% |
| All | +26.9% | +21.9% | +5.0% | +7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling