-87.2%
MSTU vs AMCR
+32.3%
-119.4%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +3.3% | +7.1% | +8.4% |
| 7D | -4.8% | +6.2% | -11.1% | -8.7% |
| 30D | -29.6% | +16.0% | -45.6% | -36.1% |
| 3M | +69.4% | +4.4% | +65.0% | +63.9% |
| 6M | -62.2% | +35.5% | -97.8% | -70.1% |
| YTD | -61.1% | +21.5% | -82.6% | -63.3% |
| 1Y | -87.2% | +30.7% | -117.9% | -87.5% |
| All | -87.2% | +32.3% | -119.4% | -87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1y: compounded portfolio wealth divided by compounded AMCR 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…
1y analysis · Full analysis span regression · 6 months rolling