+3,683.9%
AMD vs MS
+5,117.3%
-1,433.5%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -5.9% | -11.3% | -14.6% |
| 7D | -28.6% | -3.4% | -25.2% | -27.1% |
| 30D | -37.7% | -3.9% | -33.8% | -36.2% |
| 3M | -16.1% | -15.9% | -0.2% | -8.9% |
| 6M | +13.8% | -2.5% | +16.3% | +16.6% |
| YTD | +88.8% | +5.1% | +83.7% | +86.4% |
| 1Y | +57.8% | +13.0% | +44.8% | +51.2% |
| 3Y | +260.3% | +160.7% | +99.6% | +138.3% |
| 5Y | +196.6% | +114.0% | +82.6% | +116.9% |
| 10Y | +6,064.6% | +637.5% | +5,427.2% | +2,468.8% |
| All | +3,683.9% | +5,117.3% | -1,433.5% | +559.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling