+43.0%
AMZN vs MSTU
-92.2%
+135.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.0% | +4.7% | 0.0% |
| 7D | +2.8% | -25.8% | +28.6% | +4.6% |
| 30D | +5.0% | -43.9% | +48.8% | +8.1% |
| 3M | +0.6% | +2.9% | -2.3% | -1.8% |
| 6M | -1.3% | -75.5% | +74.2% | +3.6% |
| YTD | +15.5% | -76.7% | +92.3% | +18.5% |
| 1Y | +12.2% | -88.9% | +101.2% | +20.6% |
| All | +43.0% | -92.2% | +135.3% | +53.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling