-70.5%
MSTU vs AMC
+88.0%
-158.5%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.4% | -2.0% |
| 7D | -4.3% | +2.6% | -6.9% | -3.8% |
| 30D | -34.6% | +9.0% | -43.6% | -34.8% |
| 3M | +39.0% | +22.2% | +16.9% | +35.6% |
| 6M | -70.5% | +91.5% | -162.0% | -74.0% |
| All | -70.5% | +88.0% | -158.5% | -74.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling