+30.7%
AMCR vs MSTZ
-63.1%
+93.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -9.6% | +12.9% | +3.1% |
| 7D | +6.2% | +0.7% | +5.5% | +6.3% |
| 30D | +16.0% | +16.6% | -0.6% | +16.7% |
| 3M | +4.4% | -74.7% | +79.0% | +1.3% |
| 6M | +35.5% | -43.9% | +79.4% | +37.6% |
| YTD | +21.5% | -84.0% | +105.5% | +19.5% |
| 1Y | +30.7% | -65.1% | +95.8% | +27.6% |
| All | +30.7% | -63.1% | +93.8% | +27.6% |
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