+117.1%
AMAT vs MSI
+117.4%
-0.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +4.0% | -17.6% | -15.5% |
| 7D | -24.3% | +5.1% | -29.4% | -26.4% |
| 30D | -39.8% | +13.3% | -53.1% | -43.8% |
| 3M | -40.2% | +18.3% | -58.5% | -46.0% |
| 6M | -22.1% | +18.7% | -40.8% | -31.0% |
| YTD | +24.7% | +36.0% | -11.3% | -0.4% |
| 1Y | +33.3% | +32.6% | +0.7% | +8.4% |
| 3Y | +133.9% | +78.3% | +55.6% | +42.2% |
| 5Y | +117.1% | +121.6% | -4.5% | +5.0% |
| All | +117.1% | +117.4% | -0.3% | +5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling