+142.7%
AMAT vs MSCI
+33.6%
+109.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.3% | +6.5% | +4.4% |
| 7D | -14.7% | +2.8% | -17.5% | -14.8% |
| 30D | -36.1% | +15.4% | -51.5% | -36.7% |
| 3M | -36.9% | +13.4% | -50.3% | -37.4% |
| 6M | -22.2% | +10.9% | -33.1% | -23.8% |
| YTD | +29.9% | +13.0% | +17.0% | +25.9% |
| 1Y | +43.3% | +12.0% | +31.2% | +39.2% |
| 3Y | +142.7% | +34.1% | +108.6% | +104.6% |
| All | +142.7% | +33.6% | +109.1% | +104.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling