+57.8%
AMD vs MTSI
+31.6%
+26.1%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -18.4% | +1.1% | -5.5% |
| 7D | -28.6% | -24.6% | -4.0% | -14.2% |
| 30D | -37.7% | -45.7% | +8.0% | -9.6% |
| 3M | -16.1% | -27.7% | +11.6% | -0.1% |
| 6M | +13.8% | -37.3% | +51.1% | +51.7% |
| YTD | +88.8% | +11.1% | +77.7% | +97.8% |
| 1Y | +57.8% | +27.2% | +30.6% | +61.2% |
| All | +57.8% | +31.6% | +26.1% | +61.2% |
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 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