+132.8%
AMD vs MSTZ
-57.2%
+190.0%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.2% | +9.5% | +7.0% |
| 7D | +13.1% | +31.0% | -17.9% | +18.2% |
| 30D | -7.0% | +34.0% | -40.9% | -1.1% |
| 3M | +16.6% | -67.7% | +84.3% | +8.3% |
| 6M | +20.5% | -14.9% | +35.4% | +37.7% |
| YTD | +158.2% | -79.1% | +237.2% | +161.9% |
| 1Y | +132.8% | -58.9% | +191.7% | +164.3% |
| All | +132.8% | -57.2% | +190.0% | +164.3% |
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