+1,652.5%
MS vs AMBA
+837.3%
+815.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.0% | +0.4% |
| 7D | +1.4% | -11.0% | +12.3% | +3.6% |
| 30D | -0.3% | -23.2% | +22.9% | +4.9% |
| 3M | +0.3% | -12.7% | +13.0% | +0.5% |
| 6M | +31.3% | +11.2% | +20.1% | +23.6% |
| YTD | +24.7% | -11.2% | +35.9% | +22.3% |
| 1Y | +47.9% | -22.5% | +70.5% | +47.3% |
| 3Y | +178.3% | -1.3% | +179.7% | +151.8% |
| 5Y | +144.9% | -54.2% | +199.1% | +137.4% |
| 10Y | +804.5% | -6.1% | +810.7% | +592.0% |
| All | +1,652.5% | +837.3% | +815.2% | +755.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling