+100.0%
MSI vs AME
+83.9%
+16.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | 0.0% | -0.4% |
| 7D | -4.0% | +1.3% | -5.3% | -4.5% |
| 30D | -0.5% | -6.6% | +6.1% | +2.4% |
| 3M | +11.4% | +3.0% | +8.4% | +9.2% |
| 6M | +1.0% | +5.3% | -4.3% | -2.4% |
| YTD | +20.7% | +15.4% | +5.2% | +11.0% |
| 1Y | -2.7% | +26.8% | -29.5% | -15.1% |
| 3Y | +68.2% | +56.5% | +11.7% | +24.7% |
| 5Y | +100.0% | +85.2% | +14.7% | +29.0% |
| All | +100.0% | +83.9% | +16.1% | +29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling