+145.1%
MS vs AMCR
-5.7%
+150.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-07 to 2026-09-07.
| 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% | +1.4% |
| 3M | +0.3% | +21.7% | -21.4% | -8.5% |
| 6M | +31.3% | +1.5% | +29.9% | +29.2% |
| YTD | +24.7% | +13.1% | +11.5% | +15.5% |
| 1Y | +47.9% | +16.5% | +31.4% | +34.5% |
| 3Y | +178.3% | +10.3% | +168.1% | +150.8% |
| All | +145.1% | -5.7% | +150.8% | +137.6% |
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 2021-09-07 to 2026-09-07: 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…
2021-09-07 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling