+607.1%
MS vs AMT
+113.8%
+493.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.1% | +0.3% |
| 7D | -1.6% | +0.5% | -2.1% | -1.7% |
| 30D | -3.8% | +13.6% | -17.4% | -7.7% |
| 3M | -14.6% | +11.5% | -26.1% | -17.7% |
| 6M | -5.1% | +6.9% | -12.0% | -7.9% |
| YTD | +4.5% | +10.8% | -6.3% | -0.5% |
| 1Y | +13.5% | +10.3% | +3.2% | +8.2% |
| 3Y | +160.4% | +12.4% | +148.0% | +135.7% |
| 5Y | +112.9% | -20.1% | +132.9% | +117.9% |
| All | +607.1% | +113.8% | +493.3% | +651.5% |
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