+641.7%
AMZN vs MTSI
+465.0%
+176.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.6% | +5.3% | +0.9% |
| 7D | +2.8% | +10.0% | -7.2% | +0.4% |
| 30D | +5.0% | -20.3% | +25.3% | +9.0% |
| 3M | +0.6% | -24.4% | +25.0% | +4.6% |
| 6M | -1.3% | -39.2% | +37.9% | +6.0% |
| YTD | +15.5% | +35.5% | -20.0% | +0.7% |
| 1Y | +12.2% | +43.0% | -30.8% | -3.6% |
| 3Y | +87.0% | +196.3% | -109.2% | +30.4% |
| 5Y | +51.3% | +210.0% | -158.7% | +2.2% |
| All | +641.7% | +465.0% | +176.6% | +284.5% |
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