-91.6%
AMIX vs MSTU
-90.0%
-1.6%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.3% |
| 7D | -16.0% | -4.3% | -11.8% | -15.7% |
| 30D | -55.4% | -34.6% | -20.8% | -52.4% |
| 3M | -87.5% | +39.0% | -126.6% | -89.3% |
| 6M | -81.2% | -70.5% | -10.7% | -81.0% |
| YTD | -86.8% | -68.6% | -18.2% | -88.2% |
| 1Y | -91.6% | -88.6% | -2.9% | -92.3% |
| All | -91.6% | -90.0% | -1.6% | -92.3% |
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