-34.3%
AMC vs MSTZ
-99.4%
+65.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.2% | +2.0% |
| 7D | +2.6% | -1.2% | +3.8% | +3.0% |
| 30D | +9.0% | +22.2% | -13.2% | +12.1% |
| 3M | +22.2% | -70.4% | +92.6% | +15.8% |
| 6M | +91.5% | -31.0% | +122.5% | +99.1% |
| YTD | +101.3% | -81.0% | +182.3% | +98.6% |
| 1Y | +20.8% | -61.2% | +81.9% | +26.4% |
| All | -34.3% | -99.4% | +65.0% | -35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling