+1,208.8%
MTSI vs AZO
+687.3%
+521.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +2.9% | +3.3% |
| 7D | +1.4% | +0.7% | +0.7% | +1.1% |
| 30D | +2.1% | -2.7% | +4.8% | +3.0% |
| 3M | -29.7% | -3.2% | -26.5% | -29.8% |
| 6M | +12.5% | -19.7% | +32.3% | +20.8% |
| YTD | +57.0% | -12.0% | +69.1% | +61.9% |
| 1Y | +103.9% | -29.5% | +133.4% | +129.1% |
| 3Y | +223.6% | +17.3% | +206.2% | +180.4% |
| 5Y | +321.6% | +94.1% | +227.5% | +179.7% |
| 10Y | +517.7% | +303.3% | +214.4% | +188.2% |
| All | +1,208.8% | +687.3% | +521.5% | +403.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling