-86.8%
MSTU vs AMC
-47.2%
-39.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -3.4% | -5.2% | -7.1% |
| 7D | +16.1% | -0.8% | +16.9% | +15.9% |
| 30D | +68.7% | -1.2% | +69.8% | +70.5% |
| 3M | -11.0% | +42.2% | -53.2% | -32.8% |
| 6M | -33.4% | +118.8% | -152.2% | -63.8% |
| YTD | -59.5% | +64.1% | -123.6% | -73.8% |
| 1Y | -93.4% | -9.5% | -83.8% | -93.3% |
| All | -86.8% | -47.2% | -39.6% | -84.8% |
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