+6,288.2%
MS vs AME
+13,226.2%
-6,938.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.8% |
| 7D | +1.4% | +0.6% | +0.8% | +0.9% |
| 30D | -0.3% | -6.7% | +6.4% | +4.6% |
| 3M | +0.3% | +4.1% | -3.8% | -2.8% |
| 6M | +31.3% | +1.6% | +29.8% | +29.0% |
| YTD | +24.7% | +16.1% | +8.5% | +11.3% |
| 1Y | +47.9% | +27.3% | +20.6% | +23.1% |
| 3Y | +178.3% | +50.9% | +127.5% | +103.6% |
| 5Y | +144.9% | +81.4% | +63.5% | +56.6% |
| 10Y | +804.5% | +417.0% | +387.6% | +186.0% |
| All | +6,288.2% | +13,226.2% | -6,938.0% | +492.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling