+17.1%
MS vs AMRZ
-14.3%
+31.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.8% |
| 7D | -1.7% | -5.5% | +3.7% | -0.2% |
| 30D | +0.9% | +15.6% | -14.7% | -2.8% |
| 3M | -10.8% | -12.1% | +1.3% | -8.0% |
| 6M | +0.9% | -19.4% | +20.3% | +5.6% |
| YTD | +9.8% | -21.9% | +31.7% | +14.4% |
| 1Y | +17.1% | -15.0% | +32.1% | +17.7% |
| All | +17.1% | -14.3% | +31.4% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 1y: compounded portfolio wealth divided by compounded AMRZ 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…
1y analysis · Full analysis span regression · 6 months rolling