+400.6%
AMDL vs MSTZ
-99.2%
+499.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +12.8% | -0.9% | +15.3% |
| 7D | +103.5% | +25.6% | +78.0% | +115.7% |
| 30D | -18.3% | +50.6% | -68.9% | -2.2% |
| 3M | +20.1% | -64.5% | +84.6% | +6.1% |
| 6M | +15.9% | -14.0% | +29.9% | +46.0% |
| YTD | +303.0% | -76.4% | +379.4% | +339.3% |
| 1Y | +164.0% | -56.2% | +220.2% | +256.3% |
| All | +400.6% | -99.2% | +499.8% | +331.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling