+578.8%
MS vs AME
+465.0%
+113.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.2% | -1.1% | -0.3% |
| 7D | +0.7% | -1.5% | +2.3% | +1.6% |
| 30D | -0.9% | -4.2% | +3.2% | +2.0% |
| 3M | -13.0% | -5.9% | -7.0% | -9.3% |
| 6M | -2.0% | +2.8% | -4.8% | -5.4% |
| YTD | +7.8% | +16.6% | -8.8% | -6.9% |
| 1Y | +17.9% | +22.1% | -4.3% | -2.2% |
| 3Y | +174.8% | +64.7% | +110.1% | +72.0% |
| 5Y | +119.9% | +76.6% | +43.3% | +27.6% |
| 10Y | +578.8% | +443.9% | +135.0% | +59.1% |
| All | +578.8% | +465.0% | +113.8% | +59.1% |
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