-11.9%
AMT vs MSTZ
-99.2%
+87.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.9% | -4.0% | +1.0% |
| 7D | +1.5% | +30.8% | -29.3% | +1.4% |
| 30D | +6.8% | +41.2% | -34.4% | +6.6% |
| 3M | +11.2% | -60.9% | +72.1% | +11.4% |
| 6M | +12.5% | -15.7% | +28.2% | +12.2% |
| YTD | +12.5% | -75.2% | +87.7% | +12.5% |
| 1Y | +10.1% | -59.8% | +69.9% | +9.4% |
| All | -11.9% | -99.2% | +87.2% | -2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling