-85.6%
MSTU vs AMC
-45.4%
-40.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.3% | -7.5% | -5.2% |
| 7D | +21.3% | +2.3% | +19.0% | +19.5% |
| 30D | +90.8% | -0.7% | +91.6% | +92.3% |
| 3M | -6.8% | +35.2% | -42.0% | -26.7% |
| 6M | -39.8% | +124.6% | -164.4% | -67.7% |
| YTD | -55.7% | +69.9% | -125.6% | -71.8% |
| 1Y | -92.7% | -2.6% | -90.1% | -92.9% |
| All | -85.6% | -45.4% | -40.2% | -83.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling