+591.4%
MTSI vs AZO
+301.5%
+289.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.4% | +5.5% | +4.6% |
| 7D | +11.1% | -0.8% | +11.9% | +11.4% |
| 30D | -3.7% | -5.1% | +1.4% | -2.0% |
| 3M | -20.2% | -7.2% | -13.0% | -19.0% |
| 6M | +30.8% | -20.7% | +51.5% | +40.6% |
| YTD | +67.0% | -14.2% | +81.2% | +73.6% |
| 1Y | +120.4% | -32.2% | +152.6% | +150.7% |
| 3Y | +260.4% | +11.1% | +249.3% | +219.1% |
| 5Y | +356.3% | +87.6% | +268.7% | +205.0% |
| All | +591.4% | +301.5% | +289.9% | +249.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling