-22.2%
AMAT vs MSTU
-69.7%
+47.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.4% | +5.6% | +4.4% |
| 7D | -14.7% | -4.3% | -10.4% | -14.1% |
| 30D | -36.1% | -34.6% | -1.5% | -33.7% |
| 3M | -36.9% | +39.0% | -75.9% | -39.3% |
| 6M | -22.2% | -70.5% | +48.3% | -12.7% |
| All | -22.2% | -69.7% | +47.5% | -12.7% |
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