+260.1%
AMD vs MSTZ
-99.2%
+359.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +4.9% | -13.7% | -8.1% |
| 7D | +18.9% | +30.8% | -11.8% | +23.4% |
| 30D | -6.4% | +41.2% | -47.6% | +0.2% |
| 3M | +10.6% | -60.9% | +71.5% | +4.5% |
| 6M | +19.9% | -15.7% | +35.6% | +32.5% |
| YTD | +149.4% | -75.2% | +224.6% | +155.8% |
| 1Y | +115.4% | -59.8% | +175.2% | +140.1% |
| All | +260.1% | -99.2% | +359.3% | +214.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling