+1.1%
MSCI vs AMRZ
-17.3%
+18.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.3% | +0.5% | -3.2% |
| 7D | -2.1% | -2.0% | -0.1% | -1.8% |
| 30D | -1.7% | -9.8% | +8.1% | -0.5% |
| 3M | -8.2% | -17.2% | +9.0% | -6.5% |
| 6M | -2.4% | -26.9% | +24.5% | +0.7% |
| YTD | -2.8% | -21.5% | +18.7% | -0.8% |
| 1Y | -2.7% | -22.9% | +20.2% | +0.1% |
| All | +1.1% | -17.3% | +18.4% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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