+669.2%
MSI vs AMBA
+3.0%
+666.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.5% | -2.0% | +1.1% |
| 7D | +7.7% | +2.6% | +5.1% | +7.2% |
| 30D | +19.9% | -3.6% | +23.5% | +20.2% |
| 3M | +14.9% | -24.6% | +39.5% | +18.2% |
| 6M | +37.2% | -21.6% | +58.9% | +38.0% |
| YTD | +40.8% | -11.8% | +52.6% | +38.3% |
| 1Y | +38.1% | -33.2% | +71.3% | +40.1% |
| 3Y | +77.7% | +24.5% | +53.2% | +57.9% |
| 5Y | +129.0% | -67.7% | +196.7% | +131.3% |
| All | +669.2% | +3.0% | +666.2% | +490.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling