+111.2%
AMD vs MTSI
+30.7%
+80.4%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +7.3% | +7.4% | +9.6% |
| 7D | +6.5% | -3.8% | +10.3% | +9.9% |
| 30D | -15.3% | -31.4% | +16.1% | +8.0% |
| 3M | +9.7% | -23.8% | +33.5% | +28.4% |
| 6M | +13.2% | -37.1% | +50.3% | +49.7% |
| YTD | +140.6% | +32.2% | +108.3% | +102.9% |
| 1Y | +111.2% | +26.9% | +84.2% | +82.7% |
| All | +111.2% | +30.7% | +80.4% | +82.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling