+2,064.9%
MS vs AMCR
+100.2%
+1,964.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.0% | +34.9% | +38.4% |
| 3Y | +178.3% | +6.9% | +171.4% | +162.1% |
| 5Y | +144.9% | -10.5% | +155.3% | +146.3% |
| 10Y | +804.5% | +20.9% | +783.7% | +678.2% |
| All | +2,064.9% | +100.2% | +1,964.6% | +1,696.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling