+75.3%
MSI vs AMBA
+10.0%
+65.3%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -9.4% | +13.5% | +4.5% |
| 7D | +5.1% | -14.6% | +19.6% | +5.8% |
| 30D | +13.3% | -18.8% | +32.1% | +14.4% |
| 3M | +18.3% | -32.6% | +50.9% | +20.5% |
| 6M | +18.7% | -25.8% | +44.5% | +19.4% |
| YTD | +36.0% | -22.1% | +58.1% | +35.7% |
| 1Y | +32.6% | -36.2% | +68.8% | +33.8% |
| All | +75.3% | +10.0% | +65.3% | +62.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling