+104.6%
MSI vs AMCR
-12.3%
+116.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +1.0% |
| 7D | -0.4% | -6.3% | +5.9% | +1.5% |
| 30D | -0.8% | -7.8% | +7.0% | +1.6% |
| 3M | +13.9% | +7.5% | +6.4% | +11.1% |
| 6M | +1.3% | +2.7% | -1.3% | -0.2% |
| YTD | +22.3% | +6.0% | +16.3% | +18.5% |
| 1Y | -3.9% | +7.8% | -11.6% | -7.5% |
| 3Y | +69.9% | +5.8% | +64.1% | +58.8% |
| All | +104.6% | -12.3% | +116.9% | +108.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling