+42.4%
AMGN vs MSTU
-90.4%
+132.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.0% | +4.7% | -0.2% |
| 7D | +1.1% | -25.8% | +26.9% | +1.8% |
| 30D | +9.3% | -43.9% | +53.1% | +10.4% |
| 3M | +12.1% | +2.9% | +9.2% | +11.3% |
| 6M | +40.3% | -75.5% | +115.8% | +42.7% |
| YTD | +45.2% | -76.7% | +121.9% | +43.1% |
| 1Y | +42.4% | -88.9% | +131.4% | +41.0% |
| All | +42.4% | -90.4% | +132.9% | +41.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling