-92.7%
MSTU vs AMCR
+11.5%
-104.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.5% | -2.1% |
| 7D | +21.3% | -3.3% | +24.6% | +23.6% |
| 30D | +90.8% | -5.4% | +96.3% | +97.9% |
| 3M | -6.8% | +20.0% | -26.7% | -20.4% |
| 6M | -39.8% | 0.0% | -39.9% | -40.1% |
| YTD | -55.7% | +11.5% | -67.2% | -57.9% |
| 1Y | -92.7% | +11.4% | -104.1% | -92.5% |
| All | -92.7% | +11.5% | -104.2% | -92.5% |
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