+119.6%
AMKR vs MTSI
+234.1%
-114.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.5% | -1.7% | -0.8% |
| 7D | 0.0% | +1.4% | -1.4% | -1.1% |
| 30D | -11.1% | +2.1% | -13.2% | -13.3% |
| 3M | -35.2% | -29.7% | -5.4% | -15.1% |
| 6M | +4.9% | +12.5% | -7.7% | -2.1% |
| YTD | +21.6% | +57.0% | -35.4% | -11.1% |
| 1Y | +98.0% | +103.9% | -5.9% | +18.7% |
| All | +119.6% | +234.1% | -114.5% | -18.1% |
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 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