+133.7%
AMT vs MSI
+670.3%
-536.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | +1.6% | +7.4% | -5.8% | -1.3% |
| 30D | +4.5% | +18.7% | -14.3% | -2.6% |
| 3M | +13.8% | +14.5% | -0.7% | +7.5% |
| 6M | +10.0% | +38.1% | -28.1% | -4.1% |
| YTD | +11.8% | +38.7% | -27.0% | -3.2% |
| 1Y | +10.2% | +35.4% | -25.2% | -3.6% |
| 3Y | +15.1% | +75.1% | -59.9% | -12.3% |
| 5Y | -18.8% | +126.4% | -145.2% | -45.7% |
| 10Y | +133.7% | +671.4% | -537.7% | +16.2% |
| All | +133.7% | +670.3% | -536.6% | +16.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling