+161.8%
MS vs AMBA
+10.0%
+151.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -9.4% | +3.5% | -4.2% |
| 7D | -3.4% | -14.6% | +11.2% | -0.5% |
| 30D | -3.9% | -18.8% | +14.9% | -0.3% |
| 3M | -15.9% | -32.6% | +16.7% | -9.9% |
| 6M | -2.5% | -25.8% | +23.3% | -0.9% |
| YTD | +5.1% | -22.1% | +27.2% | +4.4% |
| 1Y | +13.0% | -36.2% | +49.2% | +16.4% |
| All | +161.8% | +10.0% | +151.8% | +116.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling