+192.5%
AMKR vs MSI
+1,059.6%
-867.1%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.8% |
| 7D | +10.0% | +3.2% | +6.8% | +8.1% |
| 30D | -19.4% | +17.6% | -37.0% | -27.3% |
| 3M | -37.4% | +14.5% | -51.9% | -43.1% |
| 6M | -51.5% | +34.3% | -85.7% | -60.7% |
| YTD | -8.1% | +39.7% | -47.8% | -29.0% |
| 1Y | +13.8% | +40.2% | -26.4% | -12.2% |
| 3Y | +59.4% | +77.1% | -17.8% | +4.5% |
| 5Y | +65.9% | +124.0% | -58.2% | -6.1% |
| 10Y | +238.6% | +665.5% | -426.9% | -10.8% |
| All | +192.5% | +1,059.6% | -867.1% | -56.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling