+196.6%
AMD vs MTSI
+153.3%
+43.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -18.4% | +1.1% | -3.8% |
| 7D | -28.6% | -24.6% | -4.0% | -11.8% |
| 30D | -37.7% | -45.7% | +8.0% | -3.4% |
| 3M | -16.1% | -27.7% | +11.6% | +2.1% |
| 6M | +13.8% | -37.3% | +51.1% | +53.7% |
| YTD | +88.8% | +11.1% | +77.7% | +61.9% |
| 1Y | +57.8% | +27.2% | +30.6% | +19.6% |
| 3Y | +260.3% | +153.7% | +106.6% | +38.8% |
| 5Y | +196.6% | +159.0% | +37.6% | +11.7% |
| All | +196.6% | +153.3% | +43.3% | +11.7% |
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 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