-92.7%
MSTU vs AMDL
+384.9%
-477.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +9.2% | -12.4% | -5.9% |
| 7D | +21.3% | +4.5% | +16.8% | +19.7% |
| 30D | +90.8% | -4.4% | +95.2% | +90.5% |
| 3M | -6.8% | -30.5% | +23.7% | -4.0% |
| 6M | -39.8% | +300.9% | -340.7% | -70.8% |
| YTD | -55.7% | +219.9% | -275.6% | -77.8% |
| 1Y | -92.7% | +374.7% | -467.4% | -96.1% |
| All | -92.7% | +384.9% | -477.6% | -96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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