+72.1%
MSI vs AMC
-79.6%
+151.7%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.3% | -5.2% | -0.9% |
| 7D | -3.7% | +2.3% | -6.0% | -3.7% |
| 30D | +6.8% | -0.7% | +7.6% | +6.8% |
| 3M | +14.3% | +35.2% | -20.9% | +14.0% |
| 6M | -1.6% | +124.6% | -126.1% | -2.2% |
| YTD | +22.8% | +69.9% | -47.1% | +22.1% |
| 1Y | -1.1% | -2.6% | +1.5% | -1.4% |
| All | +72.1% | -79.6% | +151.7% | +73.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling