+91.6%
AMGN vs MTSI
+221.5%
-129.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | -0.2% |
| 7D | +1.5% | +29.1% | -27.6% | +0.9% |
| 30D | +13.1% | -20.4% | +33.5% | +13.4% |
| 3M | +12.9% | -20.9% | +33.8% | +13.1% |
| 6M | +40.8% | -32.3% | +73.0% | +41.8% |
| YTD | +45.6% | +43.5% | +2.1% | +39.1% |
| 1Y | +42.7% | +43.8% | -1.1% | +36.2% |
| All | +91.6% | +221.5% | -129.9% | +62.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling