+200.7%
AMDL vs MSTZ
-99.4%
+300.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | +0.8% | +21.5% | +22.5% |
| 7D | -26.2% | -1.2% | -25.0% | -24.1% |
| 30D | -57.1% | +22.2% | -79.3% | -51.3% |
| 3M | -29.8% | -70.4% | +40.6% | -40.7% |
| 6M | -22.2% | -31.0% | +8.8% | -6.3% |
| YTD | +142.1% | -81.0% | +223.2% | +149.5% |
| 1Y | +85.8% | -61.2% | +147.0% | +143.4% |
| All | +200.7% | -99.4% | +300.1% | +145.2% |
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