+124.5%
MSI vs AMBA
-69.7%
+194.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.3% | -2.7% | +2.1% |
| 7D | +8.3% | 0.0% | +8.4% | +8.2% |
| 30D | +18.9% | -8.6% | +27.5% | +19.7% |
| 3M | +13.2% | -29.0% | +42.2% | +16.8% |
| 6M | +38.3% | -19.2% | +57.5% | +38.5% |
| YTD | +38.9% | -13.0% | +51.9% | +36.8% |
| 1Y | +36.7% | -31.3% | +67.9% | +38.1% |
| 3Y | +76.6% | +28.1% | +48.4% | +55.0% |
| 5Y | +124.5% | -69.4% | +193.9% | +121.3% |
| All | +124.5% | -69.7% | +194.2% | +121.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling