+70.5%
AMKR vs MSI
+126.2%
-55.8%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.2% |
| 7D | +21.7% | +2.6% | +19.2% | +20.7% |
| 30D | -22.0% | +18.1% | -40.2% | -27.3% |
| 3M | -33.1% | +13.2% | -46.3% | -36.9% |
| 6M | -49.3% | +36.3% | -85.6% | -57.0% |
| YTD | -5.5% | +39.5% | -45.0% | -23.3% |
| 1Y | +8.4% | +36.9% | -28.4% | -10.8% |
| 3Y | +62.7% | +76.1% | -13.4% | +4.6% |
| 5Y | +70.5% | +123.7% | -53.2% | -16.0% |
| All | +70.5% | +126.2% | -55.8% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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