+31.1%
MSI vs AMRZ
-19.2%
+50.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.1% |
| 7D | +3.2% | -2.1% | +5.3% | +3.4% |
| 30D | +17.6% | +13.0% | +4.6% | +16.4% |
| 3M | +14.5% | -12.1% | +26.6% | +15.3% |
| 6M | +34.3% | -19.1% | +53.4% | +35.3% |
| YTD | +39.7% | -23.3% | +63.0% | +40.9% |
| 1Y | +40.2% | -16.6% | +56.7% | +39.7% |
| All | +31.1% | -19.2% | +50.3% | +31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling