+126.7%
AMAT vs MSI
+118.7%
+8.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.7% | +4.5% |
| 7D | -14.7% | +4.7% | -19.4% | -16.9% |
| 30D | -36.1% | +14.8% | -50.9% | -40.8% |
| 3M | -36.9% | +8.8% | -45.7% | -40.1% |
| 6M | -22.2% | +19.3% | -41.5% | -31.3% |
| YTD | +29.9% | +35.3% | -5.4% | +4.1% |
| 1Y | +43.3% | +33.8% | +9.5% | +15.6% |
| 3Y | +142.7% | +74.4% | +68.2% | +50.0% |
| All | +126.7% | +118.7% | +8.0% | +10.3% |
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