+313.6%
AMGN vs MTSI
+454.4%
-140.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.1% |
| 7D | +0.9% | -3.8% | +4.7% | +1.0% |
| 30D | +12.1% | -31.4% | +43.5% | +15.1% |
| 3M | +12.2% | -23.8% | +35.9% | +13.6% |
| 6M | +42.1% | -37.1% | +79.2% | +45.5% |
| YTD | +45.0% | +32.2% | +12.8% | +37.0% |
| 1Y | +47.7% | +26.9% | +20.8% | +39.9% |
| 3Y | +90.4% | +193.7% | -103.3% | +61.5% |
| 5Y | +154.9% | +218.0% | -63.1% | +110.8% |
| 10Y | +313.6% | +477.8% | -164.2% | +190.6% |
| All | +313.6% | +454.4% | -140.8% | +190.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling