+810.2%
MS vs AME
+419.5%
+390.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -1.0% |
| 7D | +1.4% | +0.6% | +0.8% | +0.8% |
| 30D | -0.3% | -6.7% | +6.4% | +5.4% |
| 3M | +0.3% | +4.1% | -3.8% | -3.5% |
| 6M | +31.3% | +1.6% | +29.8% | +28.3% |
| YTD | +24.7% | +16.1% | +8.5% | +8.7% |
| 1Y | +47.9% | +27.3% | +20.6% | +18.6% |
| 3Y | +178.3% | +50.9% | +127.5% | +89.1% |
| 5Y | +144.9% | +81.4% | +63.5% | +39.4% |
| All | +810.2% | +419.5% | +390.7% | +111.1% |
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