+27.5%
MSI vs AMC
+38.0%
-10.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +7.3% | -6.1% | +1.2% |
| 7D | +2.8% | +17.7% | -14.9% | +2.7% |
| 30D | +9.1% | +26.2% | -17.0% | +9.0% |
| 3M | +12.5% | +31.3% | -18.8% | +12.2% |
| 6M | +14.2% | +142.8% | -128.5% | +12.6% |
| YTD | +30.7% | +125.6% | -94.9% | +27.9% |
| 1Y | +27.5% | +40.2% | -12.7% | +24.2% |
| All | +27.5% | +38.0% | -10.5% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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