-2.6%
MSI vs AMRZ
-25.1%
+22.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.0% |
| 7D | -1.8% | -8.1% | +6.3% | -1.2% |
| 30D | -0.6% | -14.8% | +14.2% | +0.5% |
| 3M | +13.0% | -19.7% | +32.8% | +14.3% |
| 6M | +0.5% | -30.8% | +31.3% | +2.6% |
| YTD | +21.7% | -24.3% | +46.0% | +22.7% |
| 1Y | -2.6% | -24.0% | +21.4% | -1.6% |
| All | -2.6% | -25.1% | +22.5% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 1y: compounded portfolio wealth divided by compounded AMRZ 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…
1y analysis · Full analysis span regression · 6 months rolling