+59.4%
AMKR vs MTSI
+203.6%
-144.2%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.6% | +2.9% | +1.4% |
| 7D | +10.0% | +10.0% | 0.0% | +2.6% |
| 30D | -19.4% | -20.3% | +0.9% | -6.1% |
| 3M | -37.4% | -24.4% | -12.9% | -25.1% |
| 6M | -51.5% | -39.2% | -12.3% | -31.6% |
| YTD | -8.1% | +35.5% | -43.6% | -27.3% |
| 1Y | +13.8% | +43.0% | -29.2% | -13.3% |
| 3Y | +59.4% | +196.3% | -136.9% | -37.3% |
| All | +59.4% | +203.6% | -144.2% | -37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling