-87.2%
MSTU vs AMC
+38.0%
-125.2%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +7.3% | +3.0% | +7.6% |
| 7D | -4.8% | +17.7% | -22.6% | -10.2% |
| 30D | -29.6% | +26.2% | -55.7% | -34.6% |
| 3M | +69.4% | +31.3% | +38.0% | +54.4% |
| 6M | -62.2% | +142.8% | -205.0% | -75.9% |
| YTD | -61.1% | +125.6% | -186.7% | -75.2% |
| 1Y | -87.2% | +40.2% | -127.4% | -90.2% |
| All | -87.2% | +38.0% | -125.2% | -90.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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