-92.7%
MSTU vs AMBA
-20.7%
-72.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -2.9% |
| 7D | +21.3% | -11.0% | +32.3% | +25.7% |
| 30D | +90.8% | -23.2% | +114.0% | +108.2% |
| 3M | -6.8% | -12.7% | +5.9% | -8.2% |
| 6M | -39.8% | +11.2% | -51.0% | -53.7% |
| YTD | -55.7% | -11.2% | -44.5% | -63.3% |
| 1Y | -92.7% | -22.5% | -70.1% | -93.7% |
| All | -92.7% | -20.7% | -72.0% | -93.7% |
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