+643.8%
AMZN vs MTSI
+498.4%
+145.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.8% |
| 7D | +2.8% | +29.1% | -26.3% | -3.2% |
| 30D | +3.4% | -20.4% | +23.8% | +7.4% |
| 3M | +0.1% | -20.9% | +21.0% | +3.1% |
| 6M | +0.6% | -32.3% | +32.9% | +5.5% |
| YTD | +15.9% | +43.5% | -27.6% | -0.2% |
| 1Y | +9.5% | +43.8% | -34.3% | -5.9% |
| 3Y | +86.3% | +218.8% | -132.5% | +27.8% |
| 5Y | +51.7% | +228.3% | -176.6% | +1.3% |
| All | +643.8% | +498.4% | +145.5% | +281.0% |
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