+1,208.8%
MTSI vs AME
+701.3%
+507.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +2.1% |
| 7D | +1.4% | +0.6% | +0.8% | +0.8% |
| 30D | +2.1% | -6.7% | +8.8% | +8.7% |
| 3M | -29.7% | +4.1% | -33.8% | -31.4% |
| 6M | +12.5% | +1.6% | +11.0% | +12.5% |
| YTD | +57.0% | +16.1% | +40.9% | +39.8% |
| 1Y | +103.9% | +27.3% | +76.6% | +66.8% |
| 3Y | +223.6% | +50.9% | +172.7% | +126.6% |
| 5Y | +321.6% | +81.4% | +240.2% | +153.1% |
| 10Y | +517.7% | +417.0% | +100.7% | +66.2% |
| All | +1,208.8% | +701.3% | +507.4% | +176.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling