+826.3%
MTSI vs AME
+652.8%
+173.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -5.9% | -12.4% | -12.9% |
| 7D | -24.6% | -11.4% | -13.2% | -15.1% |
| 30D | -45.7% | -12.1% | -33.6% | -38.1% |
| 3M | -27.7% | -12.3% | -15.4% | -17.0% |
| 6M | -37.3% | -4.6% | -32.7% | -32.6% |
| YTD | +11.1% | +9.1% | +2.0% | +6.8% |
| 1Y | +27.2% | +13.3% | +13.9% | +18.4% |
| 3Y | +153.7% | +58.2% | +95.5% | +74.2% |
| 5Y | +159.0% | +63.4% | +95.5% | +74.0% |
| 10Y | +405.6% | +436.7% | -31.1% | +36.3% |
| All | +826.3% | +652.8% | +173.5% | +111.4% |
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