+40.9%
MSI vs AMDL
+95.0%
-54.1%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +9.2% | -10.1% | -1.0% |
| 7D | -3.7% | +4.5% | -8.2% | -3.7% |
| 30D | +6.8% | -4.4% | +11.2% | +6.8% |
| 3M | +14.3% | -30.5% | +44.8% | +14.4% |
| 6M | -1.6% | +300.9% | -302.5% | -6.5% |
| YTD | +22.8% | +219.9% | -197.1% | +16.7% |
| 1Y | -1.1% | +374.7% | -375.8% | -9.0% |
| All | +40.9% | +95.0% | -54.1% | +26.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling