+894.9%
AMGN vs MTSI
+1,004.6%
-109.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.8% | -10.8% | -1.0% |
| 7D | -1.2% | -10.0% | +8.8% | -0.4% |
| 30D | +11.5% | -37.2% | +48.7% | +15.9% |
| 3M | +14.4% | -30.1% | +44.4% | +17.1% |
| 6M | +40.9% | -31.9% | +72.8% | +43.2% |
| YTD | +43.5% | +23.2% | +20.4% | +35.8% |
| 1Y | +49.9% | +26.4% | +23.5% | +41.2% |
| 3Y | +84.6% | +186.2% | -101.5% | +54.5% |
| 5Y | +151.6% | +187.0% | -35.4% | +106.6% |
| 10Y | +358.2% | +460.4% | -102.2% | +209.6% |
| All | +894.9% | +1,004.6% | -109.7% | +525.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling