+35.8%
AMC vs MSTZ
-52.7%
+88.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +12.8% | -15.2% | -1.0% |
| 7D | +8.4% | +25.6% | -17.1% | +11.2% |
| 30D | +9.2% | +50.6% | -41.4% | +15.8% |
| 3M | +32.0% | -64.5% | +96.5% | +25.7% |
| 6M | +149.3% | -14.0% | +163.3% | +171.6% |
| YTD | +114.1% | -76.4% | +190.5% | +107.1% |
| 1Y | +35.8% | -56.2% | +92.0% | +43.4% |
| All | +35.8% | -52.7% | +88.5% | +43.4% |
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