-76.1%
MSTU vs AME
+4.2%
-80.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +0.6% | -13.5% | -13.4% |
| 7D | -23.0% | +8.1% | -31.1% | -28.4% |
| 30D | -47.7% | -3.8% | -43.9% | -45.5% |
| 3M | +12.5% | -6.6% | +19.1% | +14.8% |
| 6M | -76.1% | +4.6% | -80.6% | -77.2% |
| All | -76.1% | +4.2% | -80.3% | -77.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling