+27.5%
MSI vs AMBA
-25.6%
+53.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +3.0% | +1.3% |
| 7D | +2.8% | -8.1% | +10.9% | +3.0% |
| 30D | +9.1% | -10.8% | +19.9% | +9.4% |
| 3M | +12.5% | -25.9% | +38.4% | +13.4% |
| 6M | +14.2% | -13.9% | +28.1% | +14.7% |
| YTD | +30.7% | -14.0% | +44.7% | +30.0% |
| 1Y | +27.5% | -25.7% | +53.2% | +27.3% |
| All | +27.5% | -25.6% | +53.1% | +27.3% |
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