+88.7%
AMZN vs MTSI
+210.0%
-121.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.8% |
| 7D | +8.0% | -3.8% | +11.9% | +8.3% |
| 30D | +3.2% | -31.4% | +34.6% | +9.9% |
| 3M | -2.6% | -23.8% | +21.2% | +0.8% |
| 6M | -0.7% | -37.1% | +36.4% | +5.3% |
| YTD | +17.4% | +32.2% | -14.9% | +0.2% |
| 1Y | +9.0% | +26.9% | -17.9% | -6.0% |
| 3Y | +88.7% | +193.7% | -105.1% | +16.0% |
| All | +88.7% | +210.0% | -121.4% | +16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling