+117.1%
AMAT vs MSCI
+4.3%
+112.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.7% | -10.8% | -12.4% |
| 7D | -24.3% | +6.0% | -30.3% | -26.2% |
| 30D | -39.8% | +18.2% | -58.0% | -44.1% |
| 3M | -40.2% | +15.1% | -55.3% | -44.0% |
| 6M | -22.1% | +13.7% | -35.8% | -29.1% |
| YTD | +24.7% | +15.6% | +9.1% | +11.1% |
| 1Y | +33.3% | +16.3% | +16.9% | +18.0% |
| 3Y | +133.9% | +36.9% | +97.0% | +75.8% |
| 5Y | +117.1% | +6.3% | +110.8% | +86.5% |
| All | +117.1% | +4.3% | +112.7% | +86.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling