+2,064.9%
MS vs AMCR
+106.4%
+1,958.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +1.4% | -1.9% | +3.2% | +2.1% |
| 30D | -0.3% | -4.1% | +3.8% | +1.2% |
| 3M | +0.3% | +21.7% | -21.4% | -7.4% |
| 6M | +31.3% | +1.5% | +29.9% | +29.4% |
| YTD | +24.7% | +13.1% | +11.5% | +17.0% |
| 1Y | +47.9% | +16.5% | +31.4% | +36.8% |
| 3Y | +178.3% | +10.3% | +168.1% | +158.9% |
| 5Y | +144.9% | -7.7% | +152.6% | +143.4% |
| 10Y | +804.5% | +24.6% | +779.9% | +668.8% |
| All | +2,064.9% | +106.4% | +1,958.4% | +1,674.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling