+27.4%
AMAT vs MTSI
+10.3%
+17.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.5% | +0.9% | +1.9% |
| 7D | -1.5% | +1.4% | -2.9% | -2.4% |
| 30D | -14.8% | +2.1% | -16.9% | -18.3% |
| 3M | -9.3% | -29.7% | +20.5% | +15.9% |
| 6M | +27.4% | +12.5% | +14.9% | +20.4% |
| All | +27.4% | +10.3% | +17.1% | +20.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling