+27.5%
MSI vs AMDL
+108.7%
-81.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +1.3% |
| 7D | +2.8% | -30.7% | +33.5% | +2.0% |
| 30D | +9.1% | -43.8% | +52.9% | +7.9% |
| 3M | +12.5% | -24.5% | +37.0% | +12.3% |
| 6M | +14.2% | +44.7% | -30.5% | +16.1% |
| YTD | +30.7% | +204.0% | -173.3% | +31.5% |
| 1Y | +27.5% | +109.1% | -81.5% | +30.4% |
| All | +27.5% | +108.7% | -81.1% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 1y: compounded portfolio wealth divided by compounded AMDL 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…
1y analysis · Full analysis span regression · 6 months rolling