+195.2%
AMD vs MSTZ
-29.5%
+224.6%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.6% | +2.1% | +5.0% |
| 7D | +2.6% | -29.7% | +32.3% | -0.7% |
| 30D | -0.9% | -65.3% | +64.4% | -11.5% |
| 3M | -8.7% | -57.3% | +48.6% | -11.5% |
| 6M | +136.3% | -61.6% | +198.0% | +134.3% |
| YTD | +123.0% | -78.3% | +201.3% | +118.5% |
| 1Y | +195.2% | -30.2% | +225.4% | +264.5% |
| All | +195.2% | -29.5% | +224.6% | +264.5% |
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