+597.6%
MSI vs AME
+427.9%
+169.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.7% | +1.3% |
| 7D | -1.8% | 0.0% | -1.8% | -1.8% |
| 30D | -0.6% | -8.6% | +8.0% | +3.9% |
| 3M | +13.0% | +5.8% | +7.3% | +9.0% |
| 6M | +0.5% | +3.8% | -3.3% | -2.5% |
| YTD | +21.7% | +14.4% | +7.3% | +11.6% |
| 1Y | -2.6% | +25.8% | -28.4% | -15.6% |
| 3Y | +69.7% | +55.2% | +14.5% | +27.0% |
| 5Y | +102.8% | +85.5% | +17.3% | +35.7% |
| All | +597.6% | +427.9% | +169.8% | +195.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded AME 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling