+337.5%
AMD vs MS
+145.3%
+192.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.3% | +4.4% | +4.5% |
| 7D | +2.6% | +1.4% | +1.2% | +1.4% |
| 30D | -0.9% | -0.3% | -0.7% | -0.9% |
| 3M | -8.7% | +0.3% | -9.0% | -8.5% |
| 6M | +136.3% | +31.3% | +105.0% | +90.8% |
| YTD | +123.0% | +24.7% | +98.3% | +86.1% |
| 1Y | +195.2% | +47.9% | +147.3% | +116.0% |
| 3Y | +336.3% | +178.3% | +158.0% | +85.4% |
| All | +337.5% | +145.3% | +192.2% | +95.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling