-88.4%
MSTU vs AMCR
-12.4%
-76.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.3% | -6.5% | -6.5% |
| 7D | -22.0% | -5.0% | -17.1% | -17.8% |
| 30D | +60.3% | -8.0% | +68.3% | +73.6% |
| 3M | -3.7% | +14.3% | -18.0% | -18.1% |
| 6M | -45.2% | +5.3% | -50.5% | -48.9% |
| YTD | -64.3% | +7.7% | -72.1% | -67.8% |
| 1Y | -94.0% | +10.8% | -104.9% | -94.9% |
| All | -88.4% | -12.4% | -76.0% | -86.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling