+222.1%
AMD vs MSTZ
-99.3%
+321.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.6% | +2.1% | +5.0% |
| 7D | +2.6% | -29.7% | +32.3% | -0.9% |
| 30D | -0.9% | -65.3% | +64.4% | -11.8% |
| 3M | -8.7% | -57.3% | +48.6% | -12.8% |
| 6M | +136.3% | -61.6% | +198.0% | +130.4% |
| YTD | +123.0% | -78.3% | +201.3% | +115.0% |
| 1Y | +195.2% | -30.2% | +225.4% | +247.1% |
| All | +222.1% | -99.3% | +321.3% | +164.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling