+199.0%
AMD vs MSI
+118.7%
+80.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.5% | +11.5% | +11.3% |
| 7D | -11.0% | +4.7% | -15.7% | -13.8% |
| 30D | -30.5% | +14.8% | -45.2% | -36.4% |
| 3M | -8.2% | +8.8% | -17.0% | -13.7% |
| 6M | +6.6% | +19.3% | -12.7% | -7.8% |
| YTD | +109.7% | +35.3% | +74.3% | +60.4% |
| 1Y | +88.9% | +33.8% | +55.1% | +45.8% |
| 3Y | +301.8% | +74.4% | +227.4% | +119.2% |
| All | +199.0% | +118.7% | +80.3% | +20.1% |
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 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