+14.0%
MSI vs AMRZ
-17.3%
+31.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.2% | -0.8% |
| 7D | -5.8% | -2.0% | -3.7% | -5.6% |
| 30D | -1.0% | -9.8% | +8.9% | -0.3% |
| 3M | +14.2% | -17.2% | +31.4% | +15.2% |
| 6M | +1.0% | -26.9% | +28.0% | +2.7% |
| YTD | +21.5% | -21.5% | +42.9% | +22.5% |
| 1Y | -2.1% | -22.9% | +20.8% | -1.7% |
| All | +14.0% | -17.3% | +31.2% | +14.2% |
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