-31.3%
AMT vs MSI
+103.4%
-134.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.7% |
| 7D | -0.2% | -3.7% | +3.5% | +1.2% |
| 30D | +4.6% | +6.8% | -2.2% | +1.8% |
| 3M | -8.4% | +14.3% | -22.7% | -13.4% |
| 6M | -6.0% | -1.6% | -4.5% | -5.9% |
| YTD | +2.1% | +22.8% | -20.7% | -6.7% |
| 1Y | -6.4% | -1.1% | -5.3% | -6.7% |
| 3Y | +8.1% | +70.5% | -62.4% | -19.6% |
| All | -31.3% | +103.4% | -134.7% | -54.7% |
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