+578.8%
MS vs AMT
+116.9%
+462.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.1% |
| 7D | +0.7% | +0.4% | +0.4% | +0.6% |
| 30D | -0.9% | +3.7% | -4.6% | -2.2% |
| 3M | -13.0% | +10.7% | -23.7% | -16.0% |
| 6M | -2.0% | +9.3% | -11.2% | -5.6% |
| YTD | +7.8% | +10.9% | -3.2% | +2.4% |
| 1Y | +17.9% | +10.5% | +7.3% | +12.1% |
| 3Y | +174.8% | +15.5% | +159.2% | +145.1% |
| 5Y | +119.9% | -20.6% | +140.4% | +125.9% |
| 10Y | +578.8% | +124.5% | +454.3% | +593.6% |
| All | +578.8% | +116.9% | +462.0% | +593.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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