+1,162.1%
AMAT vs MS
+616.2%
+545.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.8% | +4.6% |
| 7D | -14.7% | -1.6% | -13.2% | -13.6% |
| 30D | -36.1% | -3.8% | -32.3% | -34.0% |
| 3M | -36.9% | -14.6% | -22.3% | -29.1% |
| 6M | -22.2% | -5.1% | -17.1% | -18.4% |
| YTD | +29.9% | +4.5% | +25.4% | +27.2% |
| 1Y | +43.3% | +13.5% | +29.7% | +32.5% |
| 3Y | +142.7% | +160.4% | -17.7% | +23.1% |
| 5Y | +126.2% | +112.9% | +13.4% | +30.5% |
| All | +1,162.1% | +616.2% | +545.9% | +337.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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