+2,703.3%
AMZN vs MTSI
+1,308.1%
+1,395.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.6% | -0.9% |
| 7D | -3.0% | +1.4% | -4.4% | -3.3% |
| 30D | -5.2% | +2.1% | -7.3% | -6.3% |
| 3M | +1.9% | -29.7% | +31.6% | +7.9% |
| 6M | +19.2% | +12.5% | +6.7% | +12.7% |
| YTD | +12.0% | +57.0% | -45.0% | -2.5% |
| 1Y | +9.7% | +103.9% | -94.2% | -10.7% |
| 3Y | +87.2% | +223.6% | -136.4% | +34.4% |
| 5Y | +48.7% | +321.6% | -272.9% | -0.1% |
| 10Y | +569.3% | +517.7% | +51.6% | +264.7% |
| All | +2,703.3% | +1,308.1% | +1,395.2% | +1,156.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling