+47.9%
MS vs AMC
-2.6%
+50.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -4.1% | 0.0% |
| 7D | +1.4% | +2.3% | -0.9% | +1.2% |
| 30D | -0.3% | -0.7% | +0.5% | -0.3% |
| 3M | +0.3% | +35.2% | -34.9% | -3.3% |
| 6M | +31.3% | +124.6% | -93.2% | +18.5% |
| YTD | +24.7% | +69.9% | -45.2% | +15.5% |
| 1Y | +47.9% | -2.6% | +50.5% | +39.4% |
| All | +47.9% | -2.6% | +50.5% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 1y: compounded portfolio wealth divided by compounded AMC 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…
1y analysis · Full analysis span regression · 6 months rolling