-92.7%
MSTU vs AMP
+11.4%
-104.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -2.1% |
| 7D | +21.3% | +0.2% | +21.1% | +21.8% |
| 30D | +90.8% | -0.1% | +90.9% | +90.1% |
| 3M | -6.8% | +23.6% | -30.3% | -30.4% |
| 6M | -39.8% | +20.4% | -60.2% | -53.3% |
| YTD | -55.7% | +15.4% | -71.1% | -62.3% |
| 1Y | -92.7% | +11.0% | -103.6% | -93.8% |
| All | -92.7% | +11.4% | -104.0% | -93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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