-21.6%
AMRZ vs MSTZ
-8.3%
-13.3%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +12.8% | -14.7% | -1.7% |
| 7D | -4.0% | +25.6% | -29.6% | -3.7% |
| 30D | +12.4% | +50.6% | -38.2% | +13.1% |
| 3M | -11.5% | -64.5% | +53.0% | -10.6% |
| 6M | -21.6% | -14.0% | -7.6% | -20.0% |
| All | -21.6% | -8.3% | -13.3% | -20.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling