+671.4%
MSI vs AME
+438.4%
+233.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +7.4% | -4.1% | +11.5% | +9.3% |
| 30D | +18.7% | -4.1% | +22.9% | +20.5% |
| 3M | +14.5% | -5.6% | +20.1% | +16.7% |
| 6M | +38.1% | +2.8% | +35.3% | +34.0% |
| YTD | +38.7% | +16.6% | +22.1% | +24.9% |
| 1Y | +35.4% | +21.1% | +14.3% | +19.3% |
| 3Y | +75.1% | +61.1% | +14.0% | +27.3% |
| 5Y | +126.4% | +76.6% | +49.8% | +54.5% |
| 10Y | +671.4% | +431.3% | +240.1% | +227.8% |
| All | +671.4% | +438.4% | +233.0% | +227.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling