+222.1%
AMD vs MSTU
-85.2%
+307.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.2% | +7.9% | +5.1% |
| 7D | +2.6% | +21.3% | -18.8% | -0.9% |
| 30D | -0.9% | +90.8% | -91.7% | -11.5% |
| 3M | -8.7% | -6.8% | -2.0% | -11.7% |
| 6M | +136.3% | -39.8% | +176.2% | +136.3% |
| YTD | +123.0% | -55.7% | +178.7% | +122.7% |
| 1Y | +195.2% | -92.7% | +287.8% | +268.2% |
| All | +222.1% | -85.2% | +307.2% | +195.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling