+611.0%
MS vs AMT
+119.7%
+491.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.4% | -5.5% | -5.8% |
| 7D | -3.4% | +4.4% | -7.8% | -4.6% |
| 30D | -3.9% | +17.7% | -21.6% | -8.8% |
| 3M | -15.9% | +16.7% | -32.6% | -20.1% |
| 6M | -2.5% | +11.1% | -13.6% | -6.5% |
| YTD | +5.1% | +13.9% | -8.8% | -0.8% |
| 1Y | +13.0% | +12.5% | +0.4% | +7.0% |
| 3Y | +160.7% | +13.2% | +147.5% | +136.0% |
| 5Y | +114.0% | -17.9% | +131.9% | +117.3% |
| All | +611.0% | +119.7% | +491.3% | +649.5% |
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