+61.4%
AMAT vs MSI
+28.6%
+32.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.2% | -4.5% | -3.0% |
| 7D | -11.2% | +2.8% | -14.0% | -10.6% |
| 30D | -31.9% | +9.1% | -41.0% | -30.2% |
| 3M | -32.3% | +12.5% | -44.9% | -30.3% |
| 6M | -5.4% | +14.2% | -19.6% | -1.0% |
| YTD | +44.3% | +30.7% | +13.5% | +45.8% |
| 1Y | +61.4% | +27.5% | +33.8% | +85.7% |
| All | +61.4% | +28.6% | +32.8% | +85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 1y: compounded portfolio wealth divided by compounded MSI 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…
1y analysis · Full analysis span regression · 6 months rolling