-89.3%
MSTU vs AMDL
+168.6%
-257.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +14.3% | -12.4% | -3.0% |
| 7D | -27.7% | +18.5% | -46.2% | -34.5% |
| 30D | -40.3% | -24.2% | -16.0% | -36.7% |
| 3M | +26.4% | +11.5% | +14.9% | +15.3% |
| 6M | -75.7% | -1.0% | -74.7% | -79.7% |
| YTD | -71.9% | +260.3% | -332.1% | -90.5% |
| 1Y | -89.3% | +178.2% | -267.4% | -96.1% |
| All | -89.3% | +168.6% | -257.8% | -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