+196.6%
AMD vs MSI
+117.4%
+79.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +4.0% | -21.3% | -19.6% |
| 7D | -28.6% | +5.1% | -33.7% | -31.0% |
| 30D | -37.7% | +13.3% | -51.0% | -42.6% |
| 3M | -16.1% | +18.3% | -34.4% | -25.3% |
| 6M | +13.8% | +18.7% | -4.9% | -1.1% |
| YTD | +88.8% | +36.0% | +52.8% | +43.9% |
| 1Y | +57.8% | +32.6% | +25.2% | +22.9% |
| 3Y | +260.3% | +78.3% | +182.0% | +92.0% |
| 5Y | +196.6% | +121.6% | +75.0% | +17.9% |
| All | +196.6% | +117.4% | +79.2% | +17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling