+203.0%
AMAT vs MSI
+70.3%
+132.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.5% |
| 7D | -1.5% | -3.7% | +2.2% | -0.6% |
| 30D | -14.8% | +6.8% | -21.6% | -16.5% |
| 3M | -9.3% | +14.3% | -23.6% | -13.1% |
| 6M | +27.4% | -1.6% | +29.0% | +29.1% |
| YTD | +77.6% | +22.8% | +54.8% | +61.8% |
| 1Y | +188.9% | -1.1% | +190.0% | +193.7% |
| All | +203.0% | +70.3% | +132.7% | +130.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling