+125.9%
MS vs AME
+77.3%
+48.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.2% |
| 7D | -1.7% | +1.1% | -2.8% | -2.5% |
| 30D | +0.9% | -4.1% | +5.0% | +3.4% |
| 3M | -10.8% | -6.3% | -4.5% | -7.3% |
| 6M | +0.9% | +3.5% | -2.6% | -2.5% |
| YTD | +9.8% | +17.3% | -7.5% | -3.4% |
| 1Y | +17.1% | +22.0% | -4.9% | 0.0% |
| 3Y | +175.7% | +62.0% | +113.7% | +86.2% |
| 5Y | +125.9% | +78.5% | +47.4% | +34.8% |
| All | +125.9% | +77.3% | +48.6% | +34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling