+663.4%
MSI vs AME
+444.5%
+218.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | -0.1% |
| 7D | +3.2% | +5.9% | -2.6% | +0.4% |
| 30D | +17.6% | -1.9% | +19.5% | +18.0% |
| 3M | +14.5% | -5.4% | +19.9% | +16.7% |
| 6M | +34.3% | +4.9% | +29.3% | +29.0% |
| YTD | +39.7% | +18.5% | +21.3% | +24.8% |
| 1Y | +40.2% | +25.5% | +14.7% | +21.2% |
| 3Y | +77.1% | +63.0% | +14.1% | +28.0% |
| 5Y | +124.0% | +78.3% | +45.7% | +52.1% |
| All | +663.4% | +444.5% | +218.9% | +218.7% |
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