+1,715.1%
MS vs AMCR
+105.2%
+1,609.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.2% |
| 7D | -1.6% | -5.3% | +3.8% | +0.5% |
| 30D | -3.8% | +8.7% | -12.5% | -6.8% |
| 3M | -14.6% | -3.3% | -11.3% | -13.8% |
| 6M | -5.1% | +15.1% | -20.1% | -10.7% |
| YTD | +4.5% | +12.4% | -7.9% | -1.8% |
| 1Y | +13.5% | +15.8% | -2.3% | +5.3% |
| 3Y | +160.4% | +16.7% | +143.7% | +136.5% |
| 5Y | +112.9% | -5.1% | +117.9% | +109.3% |
| 10Y | +633.4% | +21.5% | +611.9% | +523.7% |
| All | +1,715.1% | +105.2% | +1,609.9% | +1,388.8% |
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 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