+161.8%
MS vs AME
+58.2%
+103.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -5.9% | 0.0% | -2.4% |
| 7D | -3.4% | -11.4% | +8.0% | +3.6% |
| 30D | -3.9% | -12.1% | +8.2% | +3.5% |
| 3M | -15.9% | -12.3% | -3.6% | -9.4% |
| 6M | -2.5% | -4.6% | +2.2% | -0.5% |
| YTD | +5.1% | +9.1% | -4.0% | -2.0% |
| 1Y | +13.0% | +13.3% | -0.3% | +2.8% |
| All | +161.8% | +58.2% | +103.6% | +88.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling