+61.4%
AMAT vs MSTU
-88.0%
+149.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +10.3% | -13.6% | -4.2% |
| 7D | -11.2% | -4.8% | -6.4% | -10.9% |
| 30D | -31.9% | -29.6% | -2.3% | -30.2% |
| 3M | -32.3% | +69.4% | -101.7% | -36.8% |
| 6M | -5.4% | -62.2% | +56.9% | -0.7% |
| YTD | +44.3% | -61.1% | +105.3% | +40.1% |
| 1Y | +61.4% | -87.2% | +148.5% | +70.4% |
| All | +61.4% | -88.0% | +149.3% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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