+60.1%
MSI vs AMDL
+145.7%
-85.5%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +11.9% | -12.8% | -1.0% |
| 7D | +2.6% | +103.5% | -101.0% | +2.2% |
| 30D | +18.1% | -18.3% | +36.4% | +18.2% |
| 3M | +13.2% | +20.1% | -6.9% | +12.8% |
| 6M | +36.3% | +15.9% | +20.4% | +35.1% |
| YTD | +39.5% | +303.0% | -263.5% | +32.1% |
| 1Y | +36.9% | +164.0% | -127.1% | +31.5% |
| All | +60.1% | +145.7% | -85.5% | +42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling