+105.2%
AMKR vs MSTU
-93.8%
+199.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.6% | +0.9% | +3.9% |
| 7D | +8.3% | -16.6% | +24.9% | +10.9% |
| 30D | -6.8% | +69.7% | -76.5% | -15.8% |
| 3M | -31.9% | -7.5% | -24.5% | -33.6% |
| 6M | +18.4% | -43.1% | +61.5% | +21.1% |
| YTD | +31.7% | -63.0% | +94.7% | +35.3% |
| 1Y | +105.2% | -93.8% | +199.0% | +214.4% |
| All | +105.2% | -93.8% | +199.1% | +214.4% |
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