-31.8%
MP vs AMRZ
-14.7%
-17.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.8% | +6.8% | +5.4% |
| 7D | -10.5% | +1.2% | -11.7% | -10.9% |
| 30D | -23.5% | +15.1% | -38.6% | -26.6% |
| 3M | -25.4% | -18.1% | -7.4% | -22.4% |
| 6M | -51.3% | -23.5% | -27.8% | -48.4% |
| YTD | -29.9% | -21.6% | -8.3% | -26.6% |
| 1Y | -31.8% | -14.7% | -17.1% | -22.9% |
| All | -31.8% | -14.7% | -17.1% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 1y: compounded portfolio wealth divided by compounded AMRZ 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…
1y analysis · Full analysis span regression · 6 months rolling