-87.2%
MSTU vs AMBA
-25.6%
-61.6%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -1.7% | +12.1% | +10.9% |
| 7D | -4.8% | -8.1% | +3.2% | -2.2% |
| 30D | -29.6% | -10.8% | -18.8% | -26.7% |
| 3M | +69.4% | -25.9% | +95.3% | +85.0% |
| 6M | -62.2% | -13.9% | -48.4% | -65.7% |
| YTD | -61.1% | -14.0% | -47.1% | -68.6% |
| 1Y | -87.2% | -25.7% | -61.5% | -89.7% |
| All | -87.2% | -25.6% | -61.6% | -89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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