-38.2%
MSTU vs AMCR
+7.6%
-45.7%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -1.8% | -6.8% | -7.5% |
| 7D | +16.1% | -1.8% | +18.0% | +17.0% |
| 30D | +68.7% | -6.0% | +74.7% | +75.3% |
| 3M | -11.0% | +18.9% | -29.9% | -23.3% |
| All | -38.2% | +7.6% | -45.7% | -37.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling