+1,208.8%
MTSI vs AMP
+1,243.3%
-34.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.9% |
| 7D | +1.4% | +0.2% | +1.2% | +1.2% |
| 30D | +2.1% | -0.1% | +2.2% | +1.9% |
| 3M | -29.7% | +23.6% | -53.3% | -38.9% |
| 6M | +12.5% | +20.4% | -7.8% | -1.3% |
| YTD | +57.0% | +15.4% | +41.6% | +39.7% |
| 1Y | +103.9% | +11.0% | +93.0% | +85.5% |
| 3Y | +223.6% | +70.5% | +153.1% | +124.3% |
| 5Y | +321.6% | +121.4% | +200.2% | +146.5% |
| 10Y | +517.7% | +575.6% | -57.9% | +73.2% |
| All | +1,208.8% | +1,243.3% | -34.5% | +188.0% |
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 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