+196.3%
MTSI vs AZO
+20.6%
+175.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.2% | -5.8% | -5.5% |
| 7D | +10.0% | +1.3% | +8.6% | +10.2% |
| 30D | -20.3% | +12.0% | -32.3% | -19.5% |
| 3M | -24.4% | +7.2% | -31.6% | -23.7% |
| 6M | -39.2% | -3.2% | -36.0% | -38.1% |
| YTD | +35.5% | -3.9% | +39.4% | +38.8% |
| 1Y | +43.0% | -14.7% | +57.7% | +46.5% |
| 3Y | +196.3% | +20.4% | +175.8% | +181.8% |
| All | +196.3% | +20.6% | +175.6% | +181.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling