+1.9%
AMKR vs MTSI
+59.5%
-57.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.0% | -4.2% | -4.5% |
| 7D | -15.5% | -10.7% | -4.9% | -8.6% |
| 30D | -34.7% | -29.0% | -5.7% | -17.9% |
| 3M | -36.1% | -14.7% | -21.4% | -30.7% |
| 6M | -49.6% | -20.1% | -29.5% | -40.1% |
| YTD | -9.2% | +36.1% | -45.3% | -13.5% |
| 1Y | +1.9% | +61.7% | -59.9% | -9.1% |
| All | +1.9% | +59.5% | -57.7% | -9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling