+1,370.8%
AMAT vs MSI
+670.3%
+700.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -2.5% | +7.4% | -9.9% | -6.8% |
| 30D | -26.5% | +18.7% | -45.3% | -34.0% |
| 3M | -28.6% | +14.5% | -43.0% | -34.8% |
| 6M | -14.2% | +38.1% | -52.4% | -31.4% |
| YTD | +45.5% | +38.7% | +6.8% | +13.5% |
| 1Y | +59.3% | +35.4% | +23.9% | +26.3% |
| 3Y | +153.1% | +75.1% | +78.0% | +63.3% |
| 5Y | +158.2% | +126.4% | +31.8% | +37.6% |
| 10Y | +1,370.8% | +671.4% | +699.4% | +257.8% |
| All | +1,370.8% | +670.3% | +700.5% | +257.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling