-89.8%
MSTU vs AMBA
+7.6%
-97.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.1% | -7.5% | -5.4% |
| 7D | -4.3% | -7.2% | +3.0% | +1.0% |
| 30D | -34.6% | -10.4% | -24.2% | -28.6% |
| 3M | +39.0% | -30.1% | +69.2% | +74.8% |
| 6M | -70.5% | -22.4% | -48.1% | -71.6% |
| YTD | -68.6% | -17.3% | -51.3% | -72.3% |
| 1Y | -88.6% | -35.4% | -53.3% | -88.0% |
| All | -89.8% | +7.6% | -97.4% | -94.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling