+257.3%
AMKR vs MTSI
+539.0%
-281.8%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +10.3% | +0.2% | +4.9% |
| 7D | +6.8% | +7.2% | -0.3% | +3.0% |
| 30D | -20.8% | -18.4% | -2.4% | -11.8% |
| 3M | -29.7% | -16.7% | -13.0% | -23.1% |
| 6M | -50.2% | -31.7% | -18.5% | -38.5% |
| YTD | -3.0% | +45.9% | -48.9% | -19.8% |
| 1Y | +12.0% | +47.0% | -35.0% | -7.5% |
| 3Y | +67.0% | +224.1% | -157.1% | -7.6% |
| 5Y | +76.5% | +238.5% | -162.0% | -4.3% |
| 10Y | +257.3% | +512.7% | -255.5% | +18.2% |
| All | +257.3% | +539.0% | -281.8% | +18.2% |
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