+5,710.3%
AMD vs MS
+620.1%
+5,090.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -5.9% | -11.3% | -13.3% |
| 7D | -28.6% | -3.4% | -25.2% | -26.4% |
| 30D | -37.7% | -3.9% | -33.8% | -35.5% |
| 3M | -16.1% | -15.9% | -0.2% | -5.3% |
| 6M | +13.8% | -2.5% | +16.3% | +17.7% |
| YTD | +88.8% | +5.1% | +83.7% | +84.6% |
| 1Y | +57.8% | +13.0% | +44.8% | +47.7% |
| 3Y | +260.3% | +160.7% | +99.6% | +96.6% |
| 5Y | +196.6% | +114.0% | +82.6% | +83.3% |
| All | +5,710.3% | +620.1% | +5,090.2% | +2,345.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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