-92.4%
MSTU vs AMC
-33.0%
-59.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.7% | -2.3% | -3.7% |
| 7D | -25.8% | +3.5% | -29.3% | -27.3% |
| 30D | -43.9% | +12.5% | -56.3% | -46.3% |
| 3M | +2.9% | +23.6% | -20.7% | -5.8% |
| 6M | -75.5% | +144.4% | -219.9% | -87.0% |
| YTD | -76.7% | +108.3% | -185.1% | -86.5% |
| 1Y | -88.9% | +38.9% | -127.8% | -91.3% |
| All | -92.4% | -33.0% | -59.4% | -92.1% |
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