+246.1%
MTSI vs AZO
+14.4%
+231.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.2% | +2.2% |
| 7D | +4.9% | -0.5% | +5.4% | +4.9% |
| 30D | -11.6% | -5.6% | -6.0% | -11.5% |
| 3M | -24.1% | -4.0% | -20.1% | -24.0% |
| 6M | +32.4% | -18.9% | +51.4% | +35.0% |
| YTD | +60.4% | -13.0% | +73.4% | +62.8% |
| 1Y | +111.0% | -30.4% | +141.4% | +117.9% |
| 3Y | +246.1% | +12.7% | +233.5% | +217.1% |
| All | +246.1% | +14.4% | +231.7% | +217.1% |
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