+597.6%
MSI vs AMP
+584.2%
+13.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | -1.8% | -2.0% | +0.3% | -1.0% |
| 30D | -0.6% | -1.7% | +1.0% | -0.1% |
| 3M | +13.0% | +23.2% | -10.2% | +4.6% |
| 6M | +0.5% | +22.2% | -21.7% | -7.0% |
| YTD | +21.7% | +14.0% | +7.7% | +14.7% |
| 1Y | -2.6% | +14.0% | -16.6% | -8.4% |
| 3Y | +69.7% | +67.0% | +2.7% | +34.8% |
| 5Y | +102.8% | +123.2% | -20.4% | +41.6% |
| All | +597.6% | +584.2% | +13.4% | +223.2% |
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