-89.3%
MSTU vs AMBA
-33.2%
-56.1%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +5.3% | -10.4% | -6.9% |
| 7D | -9.3% | 0.0% | -9.2% | -9.1% |
| 30D | -38.3% | -8.6% | -29.7% | -36.0% |
| 3M | +24.0% | -29.0% | +53.0% | +38.2% |
| 6M | -72.1% | -19.2% | -52.9% | -73.5% |
| YTD | -70.2% | -13.0% | -57.2% | -76.4% |
| All | -89.3% | -33.2% | -56.1% | -91.6% |
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