-13.5%
AMT vs MKSI
+33.5%
-46.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.6% | +1.0% |
| 7D | +1.5% | +12.2% | -10.7% | +1.2% |
| 30D | +6.8% | -8.0% | +14.9% | +7.1% |
| 3M | +11.2% | -29.5% | +40.7% | +12.5% |
| 6M | +12.5% | -31.9% | +44.4% | +12.9% |
| YTD | +12.5% | +35.3% | -22.8% | +7.0% |
| 1Y | +10.1% | +50.3% | -40.2% | +3.8% |
| 3Y | +16.0% | +216.4% | -200.4% | -8.7% |
| All | -13.5% | +33.5% | -46.9% | -23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling