+1,587.5%
AMAT vs MTSI
+514.0%
+1,073.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.5% | +0.9% | +2.6% |
| 7D | -1.5% | +1.4% | -2.9% | -2.1% |
| 30D | -14.8% | +2.1% | -16.9% | -16.7% |
| 3M | -9.3% | -29.7% | +20.5% | +8.0% |
| 6M | +27.4% | +12.5% | +14.9% | +20.4% |
| YTD | +77.6% | +57.0% | +20.5% | +43.1% |
| 1Y | +188.9% | +103.9% | +85.0% | +104.3% |
| 3Y | +202.3% | +223.6% | -21.3% | +70.1% |
| 5Y | +248.9% | +321.6% | -72.6% | +76.4% |
| All | +1,587.5% | +514.0% | +1,073.4% | +513.9% |
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