+343.8%
AMDL vs MSTZ
-99.2%
+443.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +8.2% | +3.5% | +13.8% |
| 7D | +19.9% | -25.4% | +45.3% | +12.7% |
| 30D | +6.3% | -60.9% | +67.1% | -13.9% |
| 3M | -9.9% | -54.2% | +44.3% | -17.5% |
| 6M | +394.3% | -65.0% | +459.3% | +359.0% |
| YTD | +257.3% | -76.5% | +333.8% | +246.7% |
| 1Y | +508.5% | -23.4% | +531.9% | +794.3% |
| All | +343.8% | -99.2% | +443.0% | +240.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling