-1.1%
MSI vs AMBA
-20.7%
+19.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.9% |
| 7D | -3.7% | -11.0% | +7.3% | -3.4% |
| 30D | +6.8% | -23.2% | +30.0% | +7.5% |
| 3M | +14.3% | -12.7% | +27.0% | +14.4% |
| 6M | -1.6% | +11.2% | -12.8% | -1.9% |
| YTD | +22.8% | -11.2% | +34.0% | +22.3% |
| 1Y | -1.1% | -22.5% | +21.4% | -1.5% |
| All | -1.1% | -20.7% | +19.6% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 1y: compounded portfolio wealth divided by compounded AMBA 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…
1y analysis · Full analysis span regression · 6 months rolling