+1,162.1%
AMAT vs MTSI
+448.7%
+713.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +10.8% | -6.6% | -1.1% |
| 7D | -14.7% | -10.0% | -4.7% | -10.4% |
| 30D | -36.1% | -37.2% | +1.1% | -20.5% |
| 3M | -36.9% | -30.1% | -6.8% | -26.3% |
| 6M | -22.2% | -31.9% | +9.7% | -7.8% |
| YTD | +29.9% | +23.2% | +6.7% | +15.9% |
| 1Y | +43.3% | +26.4% | +16.9% | +26.1% |
| 3Y | +142.7% | +186.2% | -43.5% | +43.4% |
| 5Y | +126.2% | +187.0% | -60.8% | +33.1% |
| All | +1,162.1% | +448.7% | +713.4% | +369.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 10y: compounded portfolio wealth divided by compounded MTSI 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…
10y analysis · Full analysis span regression · 6 months rolling