-20.1%
AMT vs MSTZ
-99.2%
+79.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.2% | -8.3% | -0.1% |
| 7D | -0.2% | -25.4% | +25.2% | -0.1% |
| 30D | +1.8% | -60.9% | +62.7% | +2.1% |
| 3M | -6.2% | -54.2% | +48.0% | -6.0% |
| 6M | -5.0% | -65.0% | +60.0% | -4.8% |
| YTD | +2.1% | -76.5% | +78.6% | +2.2% |
| 1Y | -5.7% | -23.4% | +17.6% | -7.2% |
| All | -20.1% | -99.2% | +79.1% | -11.3% |
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