+562.0%
MSI vs AMP
+2,123.7%
-1,561.7%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | -3.7% | +0.2% | -3.9% | -3.9% |
| 30D | +6.8% | -0.1% | +6.9% | +6.8% |
| 3M | +14.3% | +23.6% | -9.3% | +4.4% |
| 6M | -1.6% | +20.4% | -21.9% | -9.5% |
| YTD | +22.8% | +15.4% | +7.4% | +14.1% |
| 1Y | -1.1% | +11.0% | -12.1% | -7.0% |
| 3Y | +70.5% | +70.5% | 0.0% | +30.7% |
| 5Y | +102.8% | +121.4% | -18.6% | +36.3% |
| 10Y | +597.4% | +575.6% | +21.8% | +160.0% |
| All | +562.0% | +2,123.7% | -1,561.7% | +10.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling