+77.6%
AMKR vs MSTZ
-99.1%
+176.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.8% | +8.2% | +4.0% |
| 7D | +8.3% | +17.0% | -8.8% | +10.2% |
| 30D | -6.8% | -61.8% | +55.0% | -14.1% |
| 3M | -31.9% | -54.6% | +22.6% | -34.4% |
| 6M | +18.4% | -59.3% | +77.6% | +17.0% |
| YTD | +31.7% | -74.6% | +106.2% | +30.0% |
| 1Y | +105.2% | -18.8% | +124.1% | +134.7% |
| All | +77.6% | -99.1% | +176.7% | +54.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling