+43.3%
AMAT vs MS
+12.8%
+30.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.8% | +4.8% |
| 7D | -14.7% | -1.6% | -13.2% | -13.0% |
| 30D | -36.1% | -3.8% | -32.3% | -33.1% |
| 3M | -36.9% | -14.6% | -22.3% | -26.0% |
| 6M | -22.2% | -5.1% | -17.1% | -16.5% |
| YTD | +29.9% | +4.5% | +25.4% | +25.9% |
| 1Y | +43.3% | +13.5% | +29.7% | +28.8% |
| All | +43.3% | +12.8% | +30.5% | +28.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling