+156.4%
AMAT vs MS
+122.3%
+34.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.2% | -7.5% | -6.5% |
| 7D | -11.2% | +2.6% | -13.8% | -13.1% |
| 30D | -31.9% | +2.6% | -34.5% | -33.2% |
| 3M | -32.3% | -10.1% | -22.3% | -26.7% |
| 6M | -5.4% | +4.4% | -9.8% | -7.7% |
| YTD | +44.3% | +11.7% | +32.5% | +33.4% |
| 1Y | +61.4% | +20.9% | +40.4% | +41.0% |
| 3Y | +170.6% | +177.1% | -6.5% | +24.3% |
| 5Y | +156.4% | +127.7% | +28.7% | +27.7% |
| All | +156.4% | +122.3% | +34.1% | +27.7% |
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