+47.3%
AMZN vs MTSI
+320.9%
-273.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.6% | -1.2% |
| 7D | -3.0% | +1.4% | -4.4% | -3.4% |
| 30D | -5.2% | +2.1% | -7.3% | -7.0% |
| 3M | +1.9% | -29.7% | +31.6% | +10.7% |
| 6M | +19.2% | +12.5% | +6.7% | +7.9% |
| YTD | +12.0% | +57.0% | -45.0% | -11.9% |
| 1Y | +9.7% | +103.9% | -94.2% | -23.5% |
| 3Y | +87.2% | +223.6% | -136.4% | -1.7% |
| All | +47.3% | +320.9% | -273.6% | -37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling