+514.9%
MKSI vs AMBA
+8.8%
+506.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +2.7% | +7.9% | -5.2% | -1.0% |
| 30D | -12.8% | -18.8% | +6.0% | -4.4% |
| 3M | -22.5% | +3.1% | -25.6% | -25.6% |
| 6M | +19.4% | +25.7% | -6.3% | +1.7% |
| YTD | +67.7% | -4.2% | +71.9% | +59.3% |
| 1Y | +131.4% | -18.4% | +149.8% | +133.6% |
| 3Y | +197.3% | +13.4% | +183.9% | +146.7% |
| 5Y | +87.0% | -54.2% | +141.2% | +100.1% |
| All | +514.9% | +8.8% | +506.1% | +275.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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