+490.6%
AMKR vs MTSI
+529.6%
-38.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.2% | +4.0% | +5.0% |
| 7D | +11.1% | +4.9% | +6.2% | +8.3% |
| 30D | -8.1% | -11.6% | +3.5% | -1.5% |
| 3M | -25.6% | -24.1% | -1.5% | -12.5% |
| 6M | +22.5% | +32.4% | -9.9% | +8.4% |
| YTD | +29.1% | +60.4% | -31.3% | +2.6% |
| 1Y | +105.7% | +111.0% | -5.3% | +42.0% |
| 3Y | +133.2% | +246.1% | -112.9% | +26.0% |
| 5Y | +98.5% | +340.3% | -241.8% | -2.8% |
| 10Y | +490.6% | +539.5% | -48.9% | +116.1% |
| All | +490.6% | +529.6% | -38.9% | +116.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling