-99.5%
AMIX vs MSTU
-91.8%
-7.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -12.9% | +4.5% | -6.8% |
| 7D | -10.9% | -23.0% | +12.1% | -8.1% |
| 30D | -55.0% | -47.7% | -7.3% | -51.6% |
| 3M | -82.0% | +12.5% | -94.5% | -83.2% |
| 6M | -80.4% | -76.1% | -4.4% | -79.2% |
| YTD | -88.3% | -75.5% | -12.8% | -88.2% |
| 1Y | -92.4% | -90.1% | -2.3% | -91.8% |
| All | -99.5% | -91.8% | -7.7% | -99.6% |
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