+117.1%
AMAT vs MS
+110.9%
+6.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -5.9% | -7.6% | -8.9% |
| 7D | -24.3% | -3.4% | -20.9% | -22.0% |
| 30D | -39.8% | -3.9% | -35.9% | -37.6% |
| 3M | -40.2% | -15.9% | -24.3% | -31.4% |
| 6M | -22.1% | -2.5% | -19.6% | -19.6% |
| YTD | +24.7% | +5.1% | +19.6% | +21.5% |
| 1Y | +33.3% | +13.0% | +20.3% | +23.3% |
| 3Y | +133.9% | +160.7% | -26.8% | +13.2% |
| 5Y | +117.1% | +114.0% | +3.0% | +13.8% |
| All | +117.1% | +110.9% | +6.1% | +13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling