+35.0%
MKSI vs AMBA
-69.7%
+104.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -1.9% |
| 7D | +12.2% | +2.7% | +9.5% | +10.9% |
| 30D | -8.0% | -2.2% | -5.9% | -6.6% |
| 3M | -29.5% | -26.6% | -2.9% | -17.9% |
| 6M | -31.9% | -26.8% | -5.2% | -24.7% |
| YTD | +35.3% | -15.1% | +50.4% | +35.1% |
| 1Y | +50.3% | -32.3% | +82.5% | +65.7% |
| 3Y | +216.4% | +19.8% | +196.6% | +146.2% |
| All | +35.0% | -69.7% | +104.7% | +52.5% |
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