+77.3%
MTSI vs AMRZ
-19.3%
+96.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.3% |
| 7D | +29.1% | -4.0% | +33.1% | +30.0% |
| 30D | -20.4% | +12.4% | -32.8% | -22.2% |
| 3M | -20.9% | -11.5% | -9.4% | -18.6% |
| 6M | -32.3% | -21.6% | -10.7% | -28.8% |
| YTD | +43.5% | -23.4% | +66.9% | +50.5% |
| 1Y | +43.8% | -17.2% | +61.0% | +46.2% |
| All | +77.3% | -19.3% | +96.5% | +78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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