+74.4%
MSI vs AMBA
+16.7%
+57.7%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.1% | -6.6% | -0.8% |
| 7D | +4.7% | -7.2% | +11.9% | +5.0% |
| 30D | +14.8% | -10.4% | +25.1% | +15.3% |
| 3M | +8.8% | -30.1% | +38.9% | +10.7% |
| 6M | +19.3% | -22.4% | +41.7% | +19.8% |
| YTD | +35.3% | -17.3% | +52.7% | +34.6% |
| 1Y | +33.8% | -35.4% | +69.2% | +35.1% |
| 3Y | +74.4% | +18.6% | +55.8% | +61.6% |
| All | +74.4% | +16.7% | +57.7% | +61.6% |
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