+130.8%
AMGN vs MTSI
+320.9%
-190.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.5% | -5.0% | -1.7% |
| 7D | +1.1% | +1.4% | -0.3% | +1.0% |
| 30D | +7.8% | +2.1% | +5.8% | +7.5% |
| 3M | +27.3% | -29.7% | +57.0% | +29.4% |
| 6M | +16.8% | +12.5% | +4.3% | +14.4% |
| YTD | +36.3% | +57.0% | -20.7% | +30.2% |
| 1Y | +60.4% | +103.9% | -43.5% | +49.8% |
| 3Y | +86.3% | +223.6% | -137.2% | +64.2% |
| All | +130.8% | +320.9% | -190.1% | +96.6% |
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