+713.8%
AMKR vs MTSI
+1,308.1%
-594.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.5% | -1.7% | +0.1% |
| 7D | 0.0% | +1.4% | -1.4% | -0.7% |
| 30D | -11.1% | +2.1% | -13.2% | -12.2% |
| 3M | -35.2% | -29.7% | -5.4% | -22.2% |
| 6M | +4.9% | +12.5% | -7.7% | +1.6% |
| YTD | +21.6% | +57.0% | -35.4% | +0.8% |
| 1Y | +98.0% | +103.9% | -5.9% | +45.9% |
| 3Y | +77.8% | +223.6% | -145.7% | +7.9% |
| 5Y | +79.9% | +321.6% | -241.7% | -0.7% |
| 10Y | +456.9% | +517.7% | -60.8% | +131.4% |
| All | +713.8% | +1,308.1% | -594.4% | +164.1% |
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