+6,406.4%
AMD vs MS
+802.6%
+5,603.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.3% | +4.4% | +4.5% |
| 7D | +2.6% | +1.4% | +1.2% | +1.6% |
| 30D | -0.9% | -0.3% | -0.7% | -0.9% |
| 3M | -8.7% | +0.3% | -9.0% | -8.4% |
| 6M | +136.3% | +31.3% | +105.0% | +99.1% |
| YTD | +123.0% | +24.7% | +98.3% | +93.2% |
| 1Y | +195.2% | +47.9% | +147.3% | +130.4% |
| 3Y | +336.3% | +178.3% | +158.0% | +124.8% |
| 5Y | +334.5% | +144.9% | +189.6% | +142.1% |
| All | +6,406.4% | +802.6% | +5,603.8% | +1,641.2% |
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