-88.7%
MSTU vs AMDL
+79.5%
-168.2%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +22.3% | -23.7% | -9.4% |
| 7D | -4.3% | -26.2% | +21.9% | +4.1% |
| 30D | -34.6% | -57.1% | +22.5% | -14.0% |
| 3M | +39.0% | -29.8% | +68.9% | +52.1% |
| 6M | -70.5% | -22.2% | -48.3% | -73.0% |
| YTD | -68.6% | +142.1% | -210.8% | -87.7% |
| All | -88.7% | +79.5% | -168.2% | -95.1% |
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