-93.8%
MSTU vs AMCR
+9.4%
-103.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.6% | +5.2% | +4.7% |
| 7D | -16.6% | -6.3% | -10.3% | -12.6% |
| 30D | +69.7% | -7.8% | +77.5% | +79.1% |
| 3M | -7.5% | +7.5% | -15.0% | -13.7% |
| 6M | -43.1% | +2.7% | -45.8% | -44.8% |
| YTD | -63.0% | +6.0% | -69.1% | -63.8% |
| 1Y | -93.8% | +7.8% | -101.6% | -93.3% |
| All | -93.8% | +9.4% | -103.1% | -93.3% |
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