+1,321.9%
AMAT vs MSCI
+811.9%
+510.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.1% | -3.5% |
| 7D | +11.4% | +3.0% | +8.4% | +9.6% |
| 30D | -17.0% | +17.8% | -34.8% | -24.7% |
| 3M | -30.6% | +15.2% | -45.8% | -36.6% |
| 6M | -14.9% | +16.5% | -31.4% | -25.7% |
| YTD | +44.7% | +16.4% | +28.3% | +24.6% |
| 1Y | +66.9% | +16.8% | +50.1% | +43.1% |
| 3Y | +153.3% | +35.8% | +117.5% | +85.9% |
| 5Y | +146.2% | +7.0% | +139.3% | +108.0% |
| All | +1,321.9% | +811.9% | +510.1% | +200.0% |
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