+459.1%
AMKR vs MTSI
+1,004.6%
-545.5%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +10.8% | -3.2% | +2.5% |
| 7D | -16.9% | -10.0% | -6.9% | -12.6% |
| 30D | -37.2% | -37.2% | 0.0% | -21.9% |
| 3M | -39.3% | -30.1% | -9.2% | -28.4% |
| 6M | -57.4% | -31.9% | -25.5% | -48.6% |
| YTD | -16.5% | +23.2% | -39.6% | -22.9% |
| 1Y | -6.0% | +26.4% | -32.4% | -14.0% |
| 3Y | +46.2% | +186.2% | -140.0% | -6.0% |
| 5Y | +49.3% | +187.0% | -137.7% | -3.5% |
| 10Y | +239.3% | +460.4% | -221.1% | +51.3% |
| All | +459.1% | +1,004.6% | -545.5% | +102.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling