-92.4%
MSTU vs AME
+44.7%
-137.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.4% | -5.5% | -5.6% |
| 7D | -25.8% | +5.9% | -31.7% | -32.0% |
| 30D | -43.9% | -1.9% | -41.9% | -41.9% |
| 3M | +2.9% | -5.4% | +8.3% | +12.2% |
| 6M | -75.5% | +4.9% | -80.4% | -77.6% |
| YTD | -76.7% | +18.5% | -95.2% | -83.4% |
| 1Y | -88.9% | +25.5% | -114.4% | -93.0% |
| All | -92.4% | +44.7% | -137.1% | -95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling