+33.8%
MSI vs AMDL
+62.4%
-28.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +22.3% | -22.8% | +0.2% |
| 7D | +4.7% | -26.2% | +30.9% | +4.2% |
| 30D | +14.8% | -57.1% | +71.8% | +12.9% |
| 3M | +8.8% | -29.8% | +38.7% | +8.6% |
| 6M | +19.3% | -22.2% | +41.5% | +20.9% |
| YTD | +35.3% | +142.1% | -106.8% | +36.5% |
| 1Y | +33.8% | +85.8% | -52.1% | +36.5% |
| All | +33.8% | +62.4% | -28.7% | +36.5% |
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