-87.5%
MSTU vs AMCR
-14.8%
-72.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.7% | -2.7% | -2.7% |
| 7D | +12.9% | -6.3% | +19.2% | +20.1% |
| 30D | +68.3% | -7.1% | +75.5% | +80.5% |
| 3M | +0.4% | +12.7% | -12.3% | -13.2% |
| 6M | -41.5% | +5.2% | -46.7% | -45.3% |
| YTD | -61.7% | +8.1% | -69.8% | -65.5% |
| 1Y | -93.7% | +10.0% | -103.7% | -94.5% |
| All | -87.5% | -14.8% | -72.7% | -85.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling