+87.4%
MKSI vs AMBA
-50.1%
+137.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.4% | -7.4% | -3.1% |
| 7D | +6.6% | +2.5% | +4.2% | +5.0% |
| 30D | -8.2% | -16.1% | +7.9% | -0.4% |
| 3M | -16.4% | +4.6% | -21.0% | -20.6% |
| 6M | +23.0% | +29.2% | -6.2% | +1.5% |
| YTD | +68.2% | -2.9% | +71.1% | +57.0% |
| 1Y | +148.6% | -18.7% | +167.3% | +149.9% |
| 3Y | +196.0% | +14.9% | +181.1% | +134.9% |
| 5Y | +87.4% | -53.0% | +140.4% | +85.8% |
| All | +87.4% | -50.1% | +137.5% | +85.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling