+48.6%
MS vs AMCR
+11.9%
+36.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.4% |
| 7D | +2.5% | -1.8% | +4.3% | +2.7% |
| 30D | 0.0% | -6.0% | +6.0% | +1.0% |
| 3M | +2.4% | +18.9% | -16.5% | -1.0% |
| 6M | +36.4% | +5.7% | +30.7% | +32.2% |
| YTD | +23.8% | +11.1% | +12.7% | +21.4% |
| 1Y | +48.6% | +12.7% | +35.9% | +47.8% |
| All | +48.6% | +11.9% | +36.7% | +47.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling