+71.2%
MSI vs AME
+54.4%
+16.8%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.2% |
| 7D | -3.7% | +0.6% | -4.3% | -3.8% |
| 30D | +6.8% | -6.7% | +13.5% | +8.5% |
| 3M | +14.3% | +4.1% | +10.2% | +12.7% |
| 6M | -1.6% | +1.6% | -3.1% | -2.5% |
| YTD | +22.8% | +16.1% | +6.7% | +17.0% |
| 1Y | -1.1% | +27.3% | -28.4% | -8.4% |
| All | +71.2% | +54.4% | +16.8% | +47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling