+203.0%
AMAT vs MS
+178.0%
+25.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.1% | +4.1% |
| 7D | -1.5% | +1.4% | -2.9% | -2.5% |
| 30D | -14.8% | -0.3% | -14.5% | -14.7% |
| 3M | -9.3% | +0.3% | -9.6% | -9.1% |
| 6M | +27.4% | +31.3% | -3.9% | +6.7% |
| YTD | +77.6% | +24.7% | +52.9% | +53.4% |
| 1Y | +188.9% | +47.9% | +141.0% | +124.4% |
| All | +203.0% | +178.0% | +25.0% | +64.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling