+117.3%
MTSI vs AZO
-32.0%
+149.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.4% | +5.5% | +3.9% |
| 7D | +11.1% | -0.8% | +11.9% | +11.0% |
| 30D | -3.7% | -5.1% | +1.4% | -4.3% |
| 3M | -20.2% | -7.2% | -13.0% | -20.2% |
| 6M | +30.8% | -20.7% | +51.5% | +32.8% |
| YTD | +67.0% | -14.2% | +81.2% | +72.3% |
| All | +117.3% | -32.0% | +149.3% | +106.8% |
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