+663.4%
MSI vs AMP
+459.2%
+204.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.3% |
| 7D | +3.2% | +3.9% | -0.7% | +1.8% |
| 30D | +17.6% | +5.1% | +12.5% | +15.3% |
| 3M | +14.5% | -8.7% | +23.2% | +18.0% |
| 6M | +34.3% | +11.4% | +22.8% | +28.3% |
| YTD | +39.7% | +7.3% | +32.4% | +34.1% |
| 1Y | +40.2% | +14.6% | +25.6% | +31.0% |
| 3Y | +77.1% | +61.2% | +15.9% | +41.4% |
| 5Y | +124.0% | +81.0% | +43.0% | +67.3% |
| All | +663.4% | +459.2% | +204.2% | +246.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 10y: compounded portfolio wealth divided by compounded AMP 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…
10y analysis · Full analysis span regression · 6 months rolling