+114.6%
MS vs AMCR
+16.6%
+98.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-07 to 2026-09-07.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | 0.0% |
| 7D | -1.7% | -4.8% | +3.1% | -0.3% |
| 30D | -9.2% | +8.0% | -17.2% | -11.6% |
| 3M | -3.9% | +13.0% | -16.9% | -8.1% |
| 6M | +13.0% | +18.0% | -5.0% | +6.2% |
| YTD | -6.0% | +14.6% | -20.6% | -10.5% |
| 1Y | +32.0% | -1.3% | +33.3% | +31.0% |
| All | +114.6% | +16.6% | +98.1% | +91.2% |
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 2023-09-07 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…
2023-09-07 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling