+4.6%
AME vs MSTZ
-8.3%
+12.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +12.8% | -12.3% | +0.8% |
| 7D | +8.1% | +25.6% | -17.5% | +8.7% |
| 30D | -3.8% | +50.6% | -54.3% | -2.7% |
| 3M | -6.6% | -64.5% | +57.9% | -5.1% |
| 6M | +4.6% | -14.0% | +18.6% | +7.7% |
| All | +4.6% | -8.3% | +12.8% | +7.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling