+3,874.2%
MSI vs AME
+18,709.1%
-14,834.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.5% |
| 7D | -3.7% | +0.6% | -4.3% | -4.0% |
| 30D | +6.8% | -6.7% | +13.5% | +9.7% |
| 3M | +14.3% | +4.1% | +10.2% | +11.9% |
| 6M | -1.6% | +1.6% | -3.1% | -3.0% |
| YTD | +22.8% | +16.1% | +6.7% | +14.2% |
| 1Y | -1.1% | +27.3% | -28.4% | -11.8% |
| 3Y | +70.5% | +50.9% | +19.6% | +39.3% |
| 5Y | +102.8% | +81.4% | +21.4% | +53.5% |
| 10Y | +597.4% | +417.0% | +180.5% | +240.7% |
| All | +3,874.2% | +18,709.1% | -14,834.9% | +538.4% |
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