+67.6%
MSI vs AMP
+64.9%
+2.7%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | -4.0% | 0.0% | -4.0% | -4.0% |
| 30D | -0.5% | -1.0% | +0.6% | -0.3% |
| 3M | +11.4% | +23.2% | -11.8% | +6.9% |
| 6M | +1.0% | +20.4% | -19.4% | -2.9% |
| YTD | +20.7% | +13.6% | +7.0% | +17.1% |
| 1Y | -2.7% | +13.4% | -16.0% | -5.7% |
| All | +67.6% | +64.9% | +2.7% | +43.9% |
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