+343.7%
MKSI vs AMBA
+0.6%
+343.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -0.9% |
| 7D | +25.3% | +10.7% | +14.6% | +19.8% |
| 30D | -10.5% | -5.0% | -5.5% | -7.9% |
| 3M | -27.7% | -26.9% | -0.8% | -16.6% |
| 6M | -28.8% | -21.9% | -6.9% | -23.9% |
| YTD | +39.0% | -13.8% | +52.8% | +38.9% |
| 1Y | +45.2% | -36.1% | +81.3% | +64.5% |
| 3Y | +218.8% | +21.6% | +197.2% | +158.0% |
| 5Y | +38.1% | -68.8% | +106.9% | +75.9% |
| All | +343.7% | +0.6% | +343.1% | +173.2% |
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