+1,108.6%
MSI vs AMCR
+100.2%
+1,008.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.0% | -14.1% | -5.3% |
| 3Y | +70.5% | +6.9% | +63.5% | +63.2% |
| 5Y | +102.8% | -10.5% | +113.3% | +103.0% |
| 10Y | +597.4% | +20.9% | +576.5% | +524.1% |
| All | +1,108.6% | +100.2% | +1,008.4% | +999.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling