+1,247.0%
MKSI vs AMBA
+846.1%
+400.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.6% |
| 7D | +7.7% | -6.4% | +14.1% | +10.3% |
| 30D | -12.9% | -26.8% | +14.0% | -2.3% |
| 3M | -14.8% | -7.6% | -7.2% | -13.7% |
| 6M | +26.6% | +21.2% | +5.5% | +14.1% |
| YTD | +66.6% | -10.4% | +77.0% | +65.5% |
| 1Y | +144.6% | -24.4% | +169.0% | +156.3% |
| 3Y | +193.1% | +6.0% | +187.1% | +166.2% |
| 5Y | +88.6% | -53.9% | +142.5% | +105.3% |
| 10Y | +490.9% | -6.2% | +497.1% | +380.7% |
| All | +1,247.0% | +846.1% | +400.9% | +652.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling