+22.0%
AMGN vs MSTU
-88.1%
+110.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.8% | +4.5% | -2.1% |
| 7D | -13.9% | -22.0% | +8.1% | -13.5% |
| 30D | -7.1% | +60.3% | -67.4% | -8.0% |
| 3M | +13.9% | -3.7% | +17.6% | +13.4% |
| 6M | +3.2% | -45.2% | +48.4% | +3.3% |
| YTD | +19.2% | -64.3% | +83.6% | +19.1% |
| 1Y | +41.1% | -94.0% | +135.2% | +44.1% |
| All | +22.0% | -88.1% | +110.1% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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