+61.7%
MTSI vs AZO
-7.5%
+69.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.9% | -4.9% | +0.1% |
| 7D | -10.7% | +5.3% | -16.0% | -9.3% |
| 30D | -29.0% | +18.4% | -47.4% | -26.5% |
| 3M | -14.7% | +9.8% | -24.5% | -12.2% |
| 6M | -20.1% | -4.5% | -15.6% | -15.3% |
| YTD | +36.1% | -1.9% | +38.1% | +45.1% |
| 1Y | +61.7% | -9.5% | +71.3% | +72.9% |
| All | +61.7% | -7.5% | +69.2% | +72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 1y: compounded portfolio wealth divided by compounded AZO 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…
1y analysis · Full analysis span regression · 6 months rolling