-90.8%
MSTU vs AMC
-29.5%
-61.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.0% | +2.5% |
| 7D | -27.7% | -2.8% | -24.9% | -26.6% |
| 30D | -40.3% | +14.0% | -54.3% | -43.2% |
| 3M | +26.4% | +42.5% | -16.1% | +8.0% |
| 6M | -75.7% | +142.6% | -218.3% | -86.8% |
| YTD | -71.9% | +119.2% | -191.1% | -84.1% |
| 1Y | -89.3% | +40.7% | -130.0% | -91.5% |
| All | -90.8% | -29.5% | -61.4% | -90.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling