-91.6%
AMIX vs MSTZ
-63.1%
-28.5%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -9.6% | +6.6% | -4.8% |
| 7D | -25.1% | +0.7% | -25.9% | -24.5% |
| 30D | -54.5% | +16.6% | -71.1% | -52.2% |
| 3M | -91.7% | -74.7% | -17.1% | -93.3% |
| 6M | -79.4% | -43.9% | -35.5% | -80.9% |
| YTD | -86.1% | -84.0% | -2.0% | -88.6% |
| 1Y | -91.6% | -65.1% | -26.5% | -93.5% |
| All | -91.6% | -63.1% | -28.5% | -93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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