+27.4%
AMAT vs MSTU
-37.9%
+65.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.2% | +7.5% | +4.6% |
| 7D | -1.5% | +21.3% | -22.8% | -3.7% |
| 30D | -14.8% | +90.8% | -105.6% | -21.2% |
| 3M | -9.3% | -6.8% | -2.5% | -9.1% |
| 6M | +27.4% | -39.8% | +67.2% | +32.9% |
| All | +27.4% | -37.9% | +65.3% | +32.9% |
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