-22.1%
AMAT vs MSTU
-70.9%
+48.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -18.3% | +4.7% | -11.7% |
| 7D | -24.3% | -18.2% | -6.1% | -22.7% |
| 30D | -39.8% | -42.7% | +2.9% | -37.0% |
| 3M | -40.2% | +37.0% | -77.2% | -42.4% |
| 6M | -22.1% | -70.1% | +48.0% | -11.4% |
| All | -22.1% | -70.9% | +48.8% | -11.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling