+926.7%
MTSI vs AMP
+1,101.8%
-175.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.5% | +12.4% | +11.7% |
| 7D | -10.0% | +2.2% | -12.2% | -11.0% |
| 30D | -37.2% | +2.2% | -39.4% | -38.2% |
| 3M | -30.1% | -10.4% | -19.6% | -26.1% |
| 6M | -31.9% | +5.8% | -37.7% | -35.9% |
| YTD | +23.2% | +3.3% | +19.9% | +16.1% |
| 1Y | +26.4% | +11.1% | +15.3% | +13.8% |
| 3Y | +186.2% | +56.0% | +130.1% | +107.7% |
| 5Y | +187.0% | +76.1% | +111.0% | +90.9% |
| 10Y | +460.4% | +590.2% | -129.9% | +54.1% |
| All | +926.7% | +1,101.8% | -175.1% | +139.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling