-89.8%
MSTU vs AMC
-35.3%
-54.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.4% | -2.4% |
| 7D | -4.3% | +2.6% | -6.9% | -4.5% |
| 30D | -34.6% | +9.0% | -43.6% | -36.0% |
| 3M | +39.0% | +22.2% | +16.9% | +28.5% |
| 6M | -70.5% | +91.5% | -162.0% | -81.5% |
| YTD | -68.6% | +101.3% | -169.9% | -81.4% |
| 1Y | -88.6% | +20.8% | -109.4% | -90.2% |
| All | -89.8% | -35.3% | -54.5% | -89.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling