+40.2%
AMC vs MSTZ
-63.1%
+103.3%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -9.6% | +16.9% | +6.4% |
| 7D | +17.7% | +0.7% | +17.0% | +18.1% |
| 30D | +26.2% | +16.6% | +9.6% | +29.3% |
| 3M | +31.3% | -74.7% | +106.0% | +20.7% |
| 6M | +142.8% | -43.9% | +186.7% | +150.8% |
| YTD | +125.6% | -84.0% | +209.7% | +108.7% |
| 1Y | +40.2% | -65.1% | +105.3% | +33.8% |
| All | +40.2% | -63.1% | +103.3% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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