+4,801.8%
AMD vs MTSI
+896.6%
+3,905.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -18.4% | +1.1% | -8.9% |
| 7D | -28.6% | -24.6% | -4.0% | -18.3% |
| 30D | -37.7% | -45.7% | +8.0% | -17.7% |
| 3M | -16.1% | -27.7% | +11.6% | -3.7% |
| 6M | +13.8% | -37.3% | +51.1% | +40.3% |
| YTD | +88.8% | +11.1% | +77.7% | +80.7% |
| 1Y | +57.8% | +27.2% | +30.6% | +41.5% |
| 3Y | +260.3% | +153.7% | +106.6% | +141.5% |
| 5Y | +196.6% | +159.0% | +37.6% | +99.8% |
| 10Y | +6,064.6% | +405.6% | +5,659.1% | +2,697.5% |
| All | +4,801.8% | +896.6% | +3,905.2% | +1,844.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling