+847.5%
MSCI vs AMC
-98.8%
+946.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.7% | +4.0% | +1.4% |
| 7D | +3.0% | +3.5% | -0.5% | +2.9% |
| 30D | +17.8% | +12.5% | +5.3% | +17.5% |
| 3M | +15.2% | +23.6% | -8.4% | +14.6% |
| 6M | +16.5% | +144.4% | -127.9% | +14.0% |
| YTD | +16.4% | +108.3% | -92.0% | +14.0% |
| 1Y | +16.8% | +38.9% | -22.1% | +15.3% |
| 3Y | +35.8% | -58.9% | +94.6% | +35.4% |
| 5Y | +7.0% | -99.2% | +106.2% | +10.9% |
| All | +847.5% | -98.8% | +946.3% | +851.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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