+16.0%
AMT vs MKSI
+214.8%
-198.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.6% | +0.8% |
| 7D | +1.5% | +12.2% | -10.7% | +2.3% |
| 30D | +6.8% | -8.0% | +14.9% | +6.6% |
| 3M | +11.2% | -29.5% | +40.7% | +9.3% |
| 6M | +12.5% | -31.9% | +44.4% | +10.7% |
| YTD | +12.5% | +35.3% | -22.8% | +13.8% |
| 1Y | +10.1% | +50.3% | -40.2% | +11.9% |
| 3Y | +16.0% | +216.4% | -200.4% | +0.7% |
| All | +16.0% | +214.8% | -198.8% | +0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling