+114.0%
MS vs AMC
-99.3%
+213.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -12.5% | +6.6% | -5.1% |
| 7D | -3.4% | 0.0% | -3.4% | -3.4% |
| 30D | -3.9% | +4.4% | -8.3% | -4.2% |
| 3M | -15.9% | +15.4% | -31.3% | -16.9% |
| 6M | -2.5% | +93.7% | -96.2% | -8.2% |
| YTD | +5.1% | +97.4% | -92.3% | -1.6% |
| 1Y | +13.0% | +23.2% | -10.2% | +8.9% |
| 3Y | +160.7% | -71.3% | +231.9% | +166.6% |
| 5Y | +114.0% | -99.3% | +213.3% | +156.2% |
| All | +114.0% | -99.3% | +213.3% | +156.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling