+26.4%
MTSI vs AME
+16.4%
+10.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +2.5% | +8.3% | +6.9% |
| 7D | -10.0% | -5.2% | -4.8% | -1.7% |
| 30D | -37.2% | -8.0% | -29.2% | -27.6% |
| 3M | -30.1% | -8.9% | -21.2% | -17.6% |
| 6M | -31.9% | -5.0% | -26.9% | -24.2% |
| YTD | +23.2% | +11.9% | +11.3% | +15.0% |
| 1Y | +26.4% | +16.6% | +9.8% | +12.8% |
| All | +26.4% | +16.4% | +10.0% | +12.8% |
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