+106.2%
AMT vs MKSI
+524.1%
-417.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.1% | +0.7% | +2.6% |
| 7D | +1.1% | +2.7% | -1.6% | +0.9% |
| 30D | +4.4% | -12.8% | +17.2% | +5.6% |
| 3M | -5.2% | -22.5% | +17.4% | -3.9% |
| 6M | -0.8% | +19.4% | -20.2% | -5.1% |
| YTD | +3.3% | +67.7% | -64.4% | -5.6% |
| 1Y | -6.0% | +131.4% | -137.4% | -18.2% |
| 3Y | +9.6% | +197.3% | -187.7% | -13.4% |
| 5Y | -29.2% | +87.0% | -116.2% | -41.3% |
| All | +106.2% | +524.1% | -417.9% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 10y: compounded portfolio wealth divided by compounded MKSI 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…
10y analysis · Full analysis span regression · 6 months rolling