+41.1%
AMGN vs MSTU
-94.2%
+135.4%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.8% | +4.5% | -2.1% |
| 7D | -13.9% | -22.0% | +8.1% | -13.3% |
| 30D | -7.1% | +60.3% | -67.4% | -8.6% |
| 3M | +13.9% | -3.7% | +17.6% | +13.2% |
| 6M | +3.2% | -45.2% | +48.4% | +3.3% |
| YTD | +19.2% | -64.3% | +83.6% | +18.7% |
| 1Y | +41.1% | -94.0% | +135.2% | +57.3% |
| All | +41.1% | -94.2% | +135.4% | +57.3% |
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