+47.7%
AMGN vs MTSI
+32.8%
+15.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +9.0% | -8.0% | +1.3% |
| 7D | 0.0% | +3.5% | -3.6% | +0.2% |
| 30D | +12.1% | -30.3% | +42.5% | +10.8% |
| 3M | +13.9% | -26.0% | +39.9% | +13.0% |
| 6M | +42.1% | -36.1% | +78.2% | +41.4% |
| YTD | +45.0% | +34.3% | +10.8% | +42.6% |
| All | +47.7% | +32.8% | +15.0% | +45.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling