+23.2%
AME vs MSTZ
-52.7%
+75.9%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +12.8% | -12.3% | +0.8% |
| 7D | +8.1% | +25.6% | -17.5% | +8.5% |
| 30D | -3.8% | +50.6% | -54.3% | -2.9% |
| 3M | -6.6% | -64.5% | +57.9% | -6.4% |
| 6M | +4.6% | -14.0% | +18.6% | +6.7% |
| YTD | +17.9% | -76.4% | +94.3% | +18.6% |
| 1Y | +23.2% | -56.2% | +79.5% | +23.2% |
| All | +23.2% | -52.7% | +75.9% | +23.2% |
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 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