+2,538.8%
AMAT vs MSCI
+3,261.3%
-722.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.4% | -8.7% | -5.7% |
| 7D | -11.2% | +11.5% | -22.7% | -15.7% |
| 30D | -31.9% | +22.1% | -54.0% | -38.1% |
| 3M | -32.3% | +18.4% | -50.8% | -38.0% |
| 6M | -5.4% | +16.6% | -22.0% | -15.1% |
| YTD | +44.3% | +18.8% | +25.4% | +27.1% |
| 1Y | +61.4% | +19.0% | +42.4% | +41.8% |
| 3Y | +170.6% | +40.7% | +129.9% | +112.6% |
| 5Y | +156.4% | +7.9% | +148.5% | +127.3% |
| 10Y | +1,356.4% | +848.9% | +507.5% | +422.6% |
| All | +2,538.8% | +3,261.3% | -722.5% | +458.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling