-20.1%
AMT vs MSTZ
-99.3%
+79.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -1.1% |
| 7D | -0.2% | -29.7% | +29.5% | -0.2% |
| 30D | +4.6% | -65.3% | +69.9% | +5.0% |
| 3M | -8.4% | -57.3% | +48.9% | -8.2% |
| 6M | -6.0% | -61.6% | +55.6% | -5.9% |
| YTD | +2.1% | -78.3% | +80.4% | +2.3% |
| 1Y | -6.4% | -30.2% | +23.9% | -7.8% |
| All | -20.1% | -99.3% | +79.2% | -11.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling