+261.9%
AMD vs MSI
+78.6%
+183.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +4.0% | -21.3% | -17.7% |
| 7D | -28.6% | +5.1% | -33.7% | -29.1% |
| 30D | -37.7% | +13.3% | -51.0% | -38.9% |
| 3M | -16.1% | +18.3% | -34.4% | -18.6% |
| 6M | +13.8% | +18.7% | -4.9% | +10.0% |
| YTD | +88.8% | +36.0% | +52.8% | +68.7% |
| 1Y | +57.8% | +32.6% | +25.2% | +43.1% |
| All | +261.9% | +78.6% | +183.3% | +138.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 3y: compounded portfolio wealth divided by compounded MSI 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…
3y analysis · Full analysis span regression · 6 months rolling