+145.1%
MS vs AMT
-31.6%
+176.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.3% | +0.5% |
| 7D | +1.4% | -0.2% | +1.6% | +1.4% |
| 30D | -0.3% | +4.6% | -4.9% | -1.2% |
| 3M | +0.3% | -8.4% | +8.7% | +2.0% |
| 6M | +31.3% | -6.0% | +37.4% | +32.5% |
| YTD | +24.7% | +2.1% | +22.5% | +22.9% |
| 1Y | +47.9% | -6.4% | +54.3% | +48.8% |
| 3Y | +178.3% | +8.1% | +170.3% | +154.1% |
| All | +145.1% | -31.6% | +176.6% | +149.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling