+3,148.2%
AMAT vs MSCI
+2,756.4%
+391.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.4% |
| 7D | -1.5% | +0.4% | -1.9% | -1.7% |
| 30D | -14.8% | +0.6% | -15.4% | -15.2% |
| 3M | -9.3% | -7.1% | -2.2% | -8.5% |
| 6M | +27.4% | +0.8% | +26.6% | +22.5% |
| YTD | +77.6% | +1.0% | +76.6% | +69.7% |
| 1Y | +188.9% | +4.3% | +184.6% | +168.8% |
| 3Y | +202.3% | +9.9% | +192.3% | +168.3% |
| 5Y | +248.9% | -6.8% | +255.7% | +232.8% |
| 10Y | +1,585.2% | +614.7% | +970.6% | +585.9% |
| All | +3,148.2% | +2,756.4% | +391.8% | +645.1% |
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