-92.4%
MSTU vs AMBA
+10.5%
-102.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.5% | -3.5% | -4.0% |
| 7D | -25.8% | +2.7% | -28.5% | -27.1% |
| 30D | -43.9% | -2.2% | -41.7% | -42.2% |
| 3M | +2.9% | -26.6% | +29.5% | +25.2% |
| 6M | -75.5% | -26.8% | -48.7% | -75.0% |
| YTD | -76.7% | -15.1% | -61.6% | -79.8% |
| 1Y | -88.9% | -32.3% | -56.7% | -88.8% |
| All | -92.4% | +10.5% | -102.9% | -95.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling