-88.0%
MSTU vs AMP
+26.4%
-114.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.8% | +2.2% |
| 7D | -16.6% | -0.5% | -16.1% | -15.6% |
| 30D | +69.7% | -1.3% | +71.0% | +73.9% |
| 3M | -7.5% | +24.2% | -31.7% | -39.7% |
| 6M | -43.1% | +24.6% | -67.7% | -63.3% |
| YTD | -63.0% | +14.8% | -77.9% | -71.9% |
| 1Y | -93.8% | +12.8% | -106.6% | -95.1% |
| All | -88.0% | +26.4% | -114.4% | -94.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling