+117.1%
AMAT vs MTSI
+153.3%
-36.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -18.4% | +4.8% | -1.3% |
| 7D | -24.3% | -24.6% | +0.3% | -8.9% |
| 30D | -39.8% | -45.7% | +5.9% | -10.8% |
| 3M | -40.2% | -27.7% | -12.4% | -29.5% |
| 6M | -22.1% | -37.3% | +15.2% | +2.1% |
| YTD | +24.7% | +11.1% | +13.5% | +9.1% |
| 1Y | +33.3% | +27.2% | +6.1% | +4.7% |
| 3Y | +133.9% | +153.7% | -19.8% | +0.3% |
| 5Y | +117.1% | +159.0% | -41.9% | -11.2% |
| All | +117.1% | +153.3% | -36.3% | -11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling