+9.4%
AMT vs MSI
+36.7%
-27.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.6% |
| 7D | +0.4% | +8.3% | -8.0% | -2.0% |
| 30D | +3.7% | +18.9% | -15.2% | -1.3% |
| 3M | +10.7% | +13.2% | -2.5% | +6.7% |
| 6M | +9.3% | +38.3% | -29.0% | -1.5% |
| YTD | +10.9% | +38.9% | -27.9% | +0.4% |
| All | +9.4% | +36.7% | -27.2% | -3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling