+4,473.4%
AMD vs MS
+5,447.1%
-973.7%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.2% | -3.2% | -0.9% |
| 7D | -15.5% | +2.6% | -18.1% | -16.4% |
| 30D | -22.6% | +2.6% | -25.2% | -23.4% |
| 3M | -5.7% | -10.1% | +4.3% | -1.1% |
| 6M | +43.1% | +4.4% | +38.7% | +41.6% |
| YTD | +128.2% | +11.7% | +116.5% | +118.2% |
| 1Y | +95.5% | +20.9% | +74.5% | +80.9% |
| 3Y | +335.4% | +177.1% | +158.3% | +179.0% |
| 5Y | +255.5% | +127.7% | +127.7% | +151.7% |
| 10Y | +7,350.9% | +684.1% | +6,666.9% | +2,907.6% |
| All | +4,473.4% | +5,447.1% | -973.7% | +671.5% |
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