+209.9%
AMGN vs MTSI
+529.6%
-319.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +2.2% | -12.3% | -10.3% |
| 7D | -10.3% | +4.9% | -15.1% | -10.7% |
| 30D | -3.8% | -11.6% | +7.8% | -2.9% |
| 3M | +14.4% | -24.1% | +38.4% | +16.5% |
| 6M | +7.8% | +32.4% | -24.6% | +3.3% |
| YTD | +22.6% | +60.4% | -37.9% | +14.9% |
| 1Y | +44.2% | +111.0% | -66.8% | +30.9% |
| 3Y | +65.8% | +246.1% | -180.3% | +39.8% |
| 5Y | +108.0% | +340.3% | -232.3% | +67.7% |
| 10Y | +209.9% | +539.5% | -329.6% | +108.7% |
| All | +209.9% | +529.6% | -319.7% | +108.7% |
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