+1,108.6%
MSI vs AMCR
+106.4%
+1,002.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -3.7% | -1.9% | -1.8% | -3.2% |
| 30D | +6.8% | -4.1% | +10.9% | +7.9% |
| 3M | +14.3% | +21.7% | -7.4% | +8.4% |
| 6M | -1.6% | +1.5% | -3.1% | -2.6% |
| YTD | +22.8% | +13.1% | +9.7% | +17.7% |
| 1Y | -1.1% | +16.5% | -17.6% | -6.1% |
| 3Y | +70.5% | +10.3% | +60.2% | +61.9% |
| 5Y | +102.8% | -7.7% | +110.5% | +101.3% |
| 10Y | +597.4% | +24.6% | +572.8% | +519.0% |
| All | +1,108.6% | +106.4% | +1,002.2% | +990.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-07: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling