+74.4%
MSI vs AME
+62.2%
+12.2%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -0.9% |
| 7D | +4.7% | -5.2% | +9.8% | +5.5% |
| 30D | +14.8% | -8.0% | +22.8% | +16.3% |
| 3M | +8.8% | -8.9% | +17.7% | +10.5% |
| 6M | +19.3% | -5.0% | +24.3% | +19.7% |
| YTD | +35.3% | +11.9% | +23.4% | +29.5% |
| 1Y | +33.8% | +16.6% | +17.1% | +26.5% |
| 3Y | +74.4% | +62.5% | +12.0% | +49.9% |
| All | +74.4% | +62.2% | +12.2% | +49.9% |
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 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