+539.5%
MTSI vs AMP
+574.4%
-34.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.6% |
| 7D | +4.9% | +2.6% | +2.3% | +3.2% |
| 30D | -11.6% | +0.8% | -12.4% | -12.2% |
| 3M | -24.1% | +24.3% | -48.3% | -34.1% |
| 6M | +32.4% | +20.6% | +11.9% | +16.1% |
| YTD | +60.4% | +14.6% | +45.8% | +43.4% |
| 1Y | +111.0% | +14.5% | +96.4% | +88.3% |
| 3Y | +246.1% | +67.9% | +178.2% | +142.1% |
| 5Y | +340.3% | +122.5% | +217.8% | +156.8% |
| 10Y | +539.5% | +573.3% | -33.8% | +102.0% |
| All | +539.5% | +574.4% | -34.8% | +102.0% |
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