-93.4%
MSTU vs AMDL
+505.2%
-598.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +11.7% | -20.3% | -12.1% |
| 7D | +16.1% | +19.9% | -3.8% | +9.1% |
| 30D | +68.7% | +6.3% | +62.4% | +62.5% |
| 3M | -11.0% | -9.9% | -1.1% | -16.2% |
| 6M | -33.4% | +394.3% | -427.7% | -71.0% |
| YTD | -59.5% | +257.3% | -316.8% | -81.0% |
| 1Y | -93.4% | +508.5% | -601.9% | -96.8% |
| All | -93.4% | +505.2% | -598.6% | -96.8% |
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