-20.1%
AMT vs MSTU
-85.2%
+65.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -1.1% |
| 7D | -0.2% | +21.3% | -21.5% | -0.2% |
| 30D | +4.6% | +90.8% | -86.2% | +5.0% |
| 3M | -8.4% | -6.8% | -1.7% | -8.3% |
| 6M | -6.0% | -39.8% | +33.8% | -6.0% |
| YTD | +2.1% | -55.7% | +57.8% | +2.2% |
| 1Y | -6.4% | -92.7% | +86.3% | -8.0% |
| All | -20.1% | -85.2% | +65.1% | -12.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling