+560.7%
AMZN vs MTSI
+448.7%
+112.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.8% | -11.2% | -2.7% |
| 7D | +7.9% | -10.0% | +17.9% | +9.7% |
| 30D | -0.2% | -37.2% | +37.0% | +9.4% |
| 3M | -4.8% | -30.1% | +25.3% | +0.9% |
| 6M | -5.7% | -31.9% | +26.2% | -1.6% |
| YTD | +12.3% | +23.2% | -10.8% | +0.3% |
| 1Y | +6.7% | +26.4% | -19.7% | -5.5% |
| 3Y | +85.6% | +186.2% | -100.6% | +30.7% |
| 5Y | +47.4% | +187.0% | -139.7% | +1.7% |
| All | +560.7% | +448.7% | +112.0% | +248.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling