+76.9%
MSI vs AMP
+59.7%
+17.2%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.7% |
| 7D | +2.6% | +1.2% | +1.4% | +2.4% |
| 30D | +18.1% | +4.4% | +13.7% | +17.1% |
| 3M | +13.2% | -8.8% | +22.0% | +15.0% |
| 6M | +36.3% | +9.9% | +26.3% | +33.6% |
| YTD | +39.5% | +6.1% | +33.4% | +37.1% |
| 1Y | +36.9% | +10.6% | +26.3% | +33.0% |
| All | +76.9% | +59.7% | +17.2% | +51.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling