+73.7%
AMAT vs MSI
+37.5%
+36.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.5% | +4.6% | +6.5% |
| 7D | +7.0% | +7.7% | -0.7% | +9.7% |
| 30D | -20.6% | +19.9% | -40.5% | -16.1% |
| 3M | -24.8% | +14.9% | -39.7% | -21.1% |
| 6M | -10.7% | +37.2% | -48.0% | -3.9% |
| YTD | +54.3% | +40.8% | +13.5% | +63.2% |
| 1Y | +73.7% | +38.1% | +35.6% | +104.6% |
| All | +73.7% | +37.5% | +36.2% | +104.6% |
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