-85.6%
MSTU vs AME
+41.8%
-127.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -5.2% |
| 7D | +21.3% | +0.6% | +20.7% | +20.6% |
| 30D | +90.8% | -6.7% | +97.5% | +108.5% |
| 3M | -6.8% | +4.1% | -10.8% | -15.3% |
| 6M | -39.8% | +1.6% | -41.4% | -43.0% |
| YTD | -55.7% | +16.1% | -71.8% | -68.0% |
| 1Y | -92.7% | +27.3% | -120.0% | -95.7% |
| All | -85.6% | +41.8% | -127.4% | -91.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling