+607.1%
MS vs AMBA
-0.9%
+608.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.1% | -6.7% | -1.9% |
| 7D | -1.6% | -7.2% | +5.7% | 0.0% |
| 30D | -3.8% | -10.4% | +6.6% | -1.6% |
| 3M | -14.6% | -30.1% | +15.5% | -8.1% |
| 6M | -5.1% | -22.4% | +17.4% | -4.0% |
| YTD | +4.5% | -17.3% | +21.9% | +3.1% |
| 1Y | +13.5% | -35.4% | +48.9% | +17.8% |
| 3Y | +160.4% | +18.6% | +141.8% | +119.0% |
| 5Y | +112.9% | -69.8% | +182.7% | +125.7% |
| All | +607.1% | -0.9% | +608.0% | +361.5% |
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