-98.4%
AMIX vs MSTU
-85.2%
-13.2%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.2% | -1.5% |
| 7D | -13.7% | +21.3% | -35.1% | -16.5% |
| 30D | -62.1% | +90.8% | -152.9% | -66.0% |
| 3M | -46.2% | -6.8% | -39.4% | -49.2% |
| 6M | -46.4% | -39.8% | -6.6% | -48.4% |
| YTD | -60.3% | -55.7% | -4.6% | -61.9% |
| 1Y | -79.7% | -92.7% | +13.0% | -77.7% |
| All | -98.4% | -85.2% | -13.2% | -98.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling