+124.2%
MSI vs AMC
-99.2%
+223.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.8% | +0.2% |
| 7D | +3.2% | +3.5% | -0.3% | +3.2% |
| 30D | +17.6% | +12.5% | +5.1% | +17.2% |
| 3M | +14.5% | +23.6% | -9.1% | +13.8% |
| 6M | +34.3% | +144.4% | -110.1% | +30.4% |
| YTD | +39.7% | +108.3% | -68.6% | +35.9% |
| 1Y | +40.2% | +38.9% | +1.3% | +37.8% |
| 3Y | +77.1% | -58.9% | +136.0% | +77.9% |
| All | +124.2% | -99.2% | +223.4% | +158.2% |
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 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