+4,280.0%
MSI vs AME
+18,019.4%
-13,739.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -1.5% |
| 7D | +4.7% | -5.2% | +9.8% | +6.6% |
| 30D | +14.8% | -8.0% | +22.8% | +18.2% |
| 3M | +8.8% | -8.9% | +17.7% | +12.2% |
| 6M | +19.3% | -5.0% | +24.3% | +20.5% |
| YTD | +35.3% | +11.9% | +23.4% | +27.0% |
| 1Y | +33.8% | +16.6% | +17.1% | +23.3% |
| 3Y | +74.4% | +62.5% | +12.0% | +37.3% |
| 5Y | +120.5% | +67.6% | +52.9% | +71.5% |
| 10Y | +685.2% | +450.4% | +234.8% | +272.5% |
| All | +4,280.0% | +18,019.4% | -13,739.4% | +610.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling