-88.9%
MSTU vs AMBA
-35.5%
-53.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.5% | -3.5% | -4.5% |
| 7D | -25.8% | +2.7% | -28.5% | -26.4% |
| 30D | -43.9% | -2.2% | -41.7% | -42.8% |
| 3M | +2.9% | -26.6% | +29.5% | +13.2% |
| 6M | -75.5% | -26.8% | -48.7% | -75.3% |
| YTD | -76.7% | -15.1% | -61.6% | -81.4% |
| 1Y | -88.9% | -32.3% | -56.7% | -91.4% |
| All | -88.9% | -35.5% | -53.5% | -91.4% |
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