+1,362.0%
AMAT vs MSCI
+799.8%
+562.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -2.7% |
| 7D | +19.3% | -0.7% | +20.0% | +19.8% |
| 30D | -17.9% | +16.2% | -34.1% | -25.0% |
| 3M | -30.4% | +16.1% | -46.6% | -36.7% |
| 6M | -11.4% | +12.9% | -24.4% | -21.2% |
| YTD | +48.8% | +14.8% | +33.9% | +29.1% |
| 1Y | +66.0% | +13.8% | +52.2% | +44.7% |
| 3Y | +158.8% | +31.2% | +127.6% | +94.2% |
| 5Y | +153.2% | +5.6% | +147.6% | +115.5% |
| All | +1,362.0% | +799.8% | +562.2% | +210.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 10y: compounded portfolio wealth divided by compounded MSCI 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…
10y analysis · Full analysis span regression · 6 months rolling