+37.8%
AMZN vs MSTU
-86.5%
+124.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -8.6% | +8.0% | -0.1% |
| 7D | +0.8% | +16.1% | -15.3% | -0.4% |
| 30D | -6.4% | +68.7% | -75.0% | -10.3% |
| 3M | +4.8% | -11.0% | +15.8% | +3.3% |
| 6M | +20.5% | -33.4% | +53.9% | +19.4% |
| YTD | +11.3% | -59.5% | +70.8% | +11.7% |
| 1Y | +9.0% | -93.4% | +102.3% | +22.5% |
| All | +37.8% | -86.5% | +124.3% | +44.3% |
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