+611.0%
MS vs AMBA
-6.6%
+617.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -9.4% | +3.5% | -3.8% |
| 7D | -3.4% | -14.6% | +11.2% | 0.0% |
| 30D | -3.9% | -18.8% | +14.9% | +0.5% |
| 3M | -15.9% | -32.6% | +16.7% | -8.8% |
| 6M | -2.5% | -25.8% | +23.3% | -0.3% |
| YTD | +5.1% | -22.1% | +27.2% | +5.1% |
| 1Y | +13.0% | -36.2% | +49.2% | +17.4% |
| 3Y | +160.7% | +10.0% | +150.7% | +123.1% |
| 5Y | +114.0% | -71.6% | +185.6% | +130.2% |
| All | +611.0% | -6.6% | +617.6% | +370.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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