+217.6%
MTSI vs AME
+63.1%
+154.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +4.2% | +4.8% | +4.5% |
| 7D | +3.5% | -1.5% | +5.0% | +6.3% |
| 30D | -30.3% | -4.2% | -26.2% | -25.9% |
| 3M | -26.0% | -5.9% | -20.1% | -19.3% |
| 6M | -36.1% | +2.8% | -38.9% | -35.2% |
| YTD | +34.3% | +16.6% | +17.7% | +22.7% |
| 1Y | +35.3% | +22.1% | +13.2% | +19.1% |
| 3Y | +217.6% | +64.7% | +153.0% | +104.9% |
| All | +217.6% | +63.1% | +154.5% | +104.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling