+1,115.9%
MTSI vs AZO
+754.4%
+361.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.6% | +9.7% | +10.1% |
| 7D | +7.2% | -2.6% | +9.8% | +8.2% |
| 30D | -18.4% | +11.7% | -30.1% | -22.3% |
| 3M | -16.7% | +6.4% | -23.1% | -19.6% |
| 6M | -31.7% | -5.5% | -26.2% | -31.9% |
| YTD | +45.9% | -4.5% | +50.4% | +44.4% |
| 1Y | +47.0% | -13.8% | +60.8% | +51.3% |
| 3Y | +224.1% | +19.8% | +204.3% | +178.0% |
| 5Y | +238.5% | +71.6% | +166.9% | +139.1% |
| 10Y | +512.7% | +331.5% | +181.2% | +176.3% |
| All | +1,115.9% | +754.4% | +361.4% | +349.2% |
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 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