+803.2%
MS vs AMCR
+13.3%
+789.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | +0.9% |
| 7D | +1.7% | -6.3% | +7.9% | +4.8% |
| 30D | 0.0% | -7.1% | +7.1% | +3.5% |
| 3M | +3.0% | +12.7% | -9.7% | -3.7% |
| 6M | +35.7% | +5.2% | +30.5% | +30.5% |
| YTD | +23.3% | +8.1% | +15.2% | +15.7% |
| 1Y | +44.7% | +10.0% | +34.6% | +33.8% |
| 3Y | +178.0% | +6.6% | +171.4% | +154.0% |
| 5Y | +143.2% | -11.4% | +154.6% | +144.5% |
| 10Y | +803.2% | +13.3% | +789.9% | +631.2% |
| All | +803.2% | +13.3% | +789.9% | +631.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling