+325.7%
AMGN vs MTSI
+465.0%
-139.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.6% | +5.3% | +0.2% |
| 7D | +1.1% | +10.0% | -8.9% | +0.3% |
| 30D | +9.3% | -20.3% | +29.6% | +10.8% |
| 3M | +12.1% | -24.4% | +36.5% | +13.6% |
| 6M | +40.3% | -39.2% | +79.4% | +44.1% |
| YTD | +45.2% | +35.5% | +9.7% | +36.8% |
| 1Y | +42.4% | +43.0% | -0.6% | +33.3% |
| 3Y | +91.0% | +196.3% | -105.2% | +61.8% |
| 5Y | +157.4% | +210.0% | -52.7% | +113.3% |
| All | +325.7% | +465.0% | -139.4% | +198.7% |
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 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