+471.4%
MTSI vs AMP
+585.0%
-113.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.7% | +5.3% | +6.9% |
| 7D | +3.5% | +3.1% | +0.4% | +2.0% |
| 30D | -30.3% | +3.9% | -34.2% | -32.0% |
| 3M | -26.0% | -5.8% | -20.2% | -24.0% |
| 6M | -36.1% | +12.1% | -48.1% | -41.6% |
| YTD | +34.3% | +7.1% | +27.2% | +24.1% |
| 1Y | +35.3% | +14.2% | +21.1% | +19.9% |
| 3Y | +217.6% | +62.5% | +155.2% | +124.5% |
| 5Y | +210.1% | +82.6% | +127.5% | +101.0% |
| 10Y | +471.4% | +515.9% | -44.5% | +114.2% |
| All | +471.4% | +585.0% | -113.5% | +114.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 10y: compounded portfolio wealth divided by compounded AMP 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…
10y analysis · Full analysis span regression · 6 months rolling