+109.1%
AMDL vs MSTZ
-63.1%
+172.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -9.6% | +11.2% | -0.9% |
| 7D | -30.7% | +0.7% | -31.5% | -29.5% |
| 30D | -43.8% | +16.6% | -60.4% | -38.9% |
| 3M | -24.5% | -74.7% | +50.2% | -40.0% |
| 6M | +44.7% | -43.9% | +88.6% | +70.2% |
| YTD | +204.0% | -84.0% | +288.0% | +198.5% |
| 1Y | +109.1% | -65.1% | +174.2% | +189.1% |
| All | +109.1% | -63.1% | +172.1% | +189.1% |
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