+158.1%
AMGN vs MTSI
+231.3%
-73.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | -0.2% |
| 7D | +1.5% | +29.1% | -27.6% | +0.5% |
| 30D | +13.1% | -20.4% | +33.5% | +13.8% |
| 3M | +12.9% | -20.9% | +33.8% | +13.4% |
| 6M | +40.8% | -32.3% | +73.0% | +42.2% |
| YTD | +45.6% | +43.5% | +2.1% | +38.8% |
| 1Y | +42.7% | +43.8% | -1.1% | +36.0% |
| 3Y | +91.2% | +218.8% | -127.6% | +67.1% |
| 5Y | +158.1% | +228.3% | -70.2% | +123.9% |
| All | +158.1% | +231.3% | -73.1% | +123.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling