-5.4%
AMAT vs MS
+3.3%
-8.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.2% | -7.5% | -7.8% |
| 7D | -11.2% | +2.6% | -13.8% | -13.7% |
| 30D | -31.9% | +2.6% | -34.5% | -33.6% |
| 3M | -32.3% | -10.1% | -22.3% | -23.1% |
| 6M | -5.4% | +4.4% | -9.8% | -12.0% |
| All | -5.4% | +3.3% | -8.7% | -12.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling