+9.4%
AMT vs MSTU
-90.3%
+99.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.1% | +5.2% | +0.1% |
| 7D | +0.4% | -9.3% | +9.7% | +0.4% |
| 30D | +3.7% | -38.3% | +42.0% | +4.0% |
| 3M | +10.7% | +24.0% | -13.3% | +10.0% |
| 6M | +9.3% | -72.1% | +81.3% | +10.8% |
| YTD | +10.9% | -70.2% | +81.2% | +12.9% |
| All | +9.4% | -90.3% | +99.7% | +14.1% |
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