+32.1%
MSI vs AMRZ
-17.7%
+49.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.2% | +1.5% |
| 7D | +7.7% | -5.5% | +13.2% | +8.1% |
| 30D | +19.9% | +15.6% | +4.3% | +18.5% |
| 3M | +14.9% | -12.1% | +27.0% | +15.7% |
| 6M | +37.2% | -19.4% | +56.7% | +38.4% |
| YTD | +40.8% | -21.9% | +62.6% | +41.8% |
| 1Y | +38.1% | -15.0% | +53.2% | +37.5% |
| All | +32.1% | -17.7% | +49.8% | +32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling