+88.9%
AMD vs MS
+12.8%
+76.2%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.5% | +11.6% | +11.6% |
| 7D | -11.0% | -1.6% | -9.5% | -8.8% |
| 30D | -30.5% | -3.8% | -26.7% | -26.9% |
| 3M | -8.2% | -14.6% | +6.4% | +6.9% |
| 6M | +6.6% | -5.1% | +11.6% | +14.4% |
| YTD | +109.7% | +4.5% | +105.2% | +102.7% |
| 1Y | +88.9% | +13.5% | +75.4% | +61.0% |
| All | +88.9% | +12.8% | +76.2% | +61.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling