+123.7%
MSI vs AMC
-99.2%
+222.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.8% |
| 7D | +2.6% | +8.4% | -5.9% | +2.4% |
| 30D | +18.1% | +9.2% | +9.0% | +17.8% |
| 3M | +13.2% | +32.0% | -18.8% | +12.3% |
| 6M | +36.3% | +149.3% | -113.0% | +32.3% |
| YTD | +39.5% | +114.1% | -74.6% | +35.6% |
| 1Y | +36.9% | +35.8% | +1.1% | +34.6% |
| 3Y | +76.1% | -58.3% | +134.4% | +76.8% |
| 5Y | +123.7% | -99.2% | +222.9% | +156.8% |
| All | +123.7% | -99.2% | +222.9% | +156.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling