+1,227.0%
MS vs AMT
+1,311.4%
-84.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.3% | +0.6% |
| 7D | +1.4% | -0.2% | +1.6% | +1.4% |
| 30D | -0.3% | +4.6% | -4.9% | -1.9% |
| 3M | +0.3% | -8.4% | +8.7% | +2.7% |
| 6M | +31.3% | -6.0% | +37.4% | +32.9% |
| YTD | +24.7% | +2.1% | +22.5% | +21.9% |
| 1Y | +47.9% | -6.4% | +54.3% | +48.7% |
| 3Y | +178.3% | +8.1% | +170.3% | +158.2% |
| 5Y | +144.9% | -31.9% | +176.8% | +163.8% |
| 10Y | +804.5% | +97.1% | +707.4% | +554.7% |
| All | +1,227.0% | +1,311.4% | -84.4% | +428.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling