+35.4%
AMZN vs MSTU
-87.2%
+122.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.4% | +3.7% | -1.5% |
| 7D | -1.0% | +12.9% | -13.9% | -2.0% |
| 30D | -9.2% | +68.3% | -77.6% | -13.0% |
| 3M | +3.4% | +0.4% | +3.0% | +1.2% |
| 6M | +18.2% | -41.5% | +59.7% | +18.0% |
| YTD | +9.3% | -61.7% | +71.1% | +10.1% |
| 1Y | +5.9% | -93.7% | +99.6% | +19.5% |
| All | +35.4% | -87.2% | +122.6% | +42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling