+1,431.6%
AMT vs MSI
+1,002.1%
+429.5%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.5% |
| 7D | +0.5% | +4.7% | -4.1% | -1.4% |
| 30D | +13.6% | +14.8% | -1.2% | +7.3% |
| 3M | +11.5% | +8.8% | +2.7% | +7.4% |
| 6M | +6.9% | +19.3% | -12.4% | -1.5% |
| YTD | +10.8% | +35.3% | -24.5% | -3.1% |
| 1Y | +10.3% | +33.8% | -23.4% | -3.2% |
| 3Y | +12.4% | +74.4% | -62.0% | -13.3% |
| 5Y | -20.1% | +120.5% | -140.6% | -44.7% |
| 10Y | +116.8% | +685.2% | -568.4% | -14.6% |
| All | +1,431.6% | +1,002.1% | +429.5% | +231.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling