+542.0%
MS vs AME
+444.5%
+97.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.3% | +0.4% |
| 7D | +5.1% | +5.9% | -0.8% | +0.3% |
| 30D | +5.7% | -1.9% | +7.6% | +6.8% |
| 3M | -12.2% | -5.4% | -6.8% | -8.9% |
| 6M | -0.5% | +4.9% | -5.4% | -5.5% |
| YTD | +9.8% | +18.5% | -8.6% | -6.3% |
| 1Y | +17.7% | +25.5% | -7.7% | -4.4% |
| 3Y | +176.8% | +63.0% | +113.8% | +75.1% |
| 5Y | +123.7% | +78.3% | +45.4% | +29.0% |
| All | +542.0% | +444.5% | +97.5% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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