-88.4%
MSTU vs AMP
+25.5%
-113.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.3% | -7.1% | -7.4% |
| 7D | -22.0% | -2.0% | -20.0% | -18.8% |
| 30D | +60.3% | -1.7% | +62.0% | +65.3% |
| 3M | -3.7% | +23.2% | -26.9% | -36.4% |
| 6M | -45.2% | +22.2% | -67.4% | -63.2% |
| YTD | -64.3% | +14.0% | -78.3% | -72.5% |
| 1Y | -94.0% | +14.0% | -108.0% | -95.4% |
| All | -88.4% | +25.5% | -113.9% | -94.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling