+1,418.2%
MA vs AMCR
+106.4%
+1,311.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -2.7% | -1.9% | -0.8% | -2.2% |
| 30D | +1.5% | -4.1% | +5.6% | +2.6% |
| 3M | +20.4% | +21.7% | -1.2% | +13.7% |
| 6M | +11.1% | +1.5% | +9.7% | +9.9% |
| YTD | +2.0% | +13.1% | -11.2% | -2.9% |
| 1Y | -2.2% | +16.5% | -18.7% | -7.8% |
| 3Y | +41.9% | +10.3% | +31.6% | +33.5% |
| 5Y | +75.4% | -7.7% | +83.0% | +74.2% |
| 10Y | +527.5% | +24.6% | +502.9% | +449.5% |
| All | +1,418.2% | +106.4% | +1,311.8% | +1,238.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling