+65.2%
AMKR vs MTSI
+206.4%
-141.2%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.6% | +2.9% | +1.5% |
| 7D | +10.0% | +10.0% | 0.0% | +2.3% |
| 30D | -19.4% | -20.3% | +0.9% | -5.6% |
| 3M | -37.4% | -24.4% | -12.9% | -24.7% |
| 6M | -51.5% | -39.2% | -12.3% | -30.6% |
| YTD | -8.1% | +35.5% | -43.6% | -29.9% |
| 1Y | +13.8% | +43.0% | -29.2% | -16.6% |
| 3Y | +59.4% | +196.3% | -136.9% | -40.0% |
| All | +65.2% | +206.4% | -141.2% | -40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling