-92.7%
MSTU vs AMRZ
-14.5%
-78.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.7% | -3.0% |
| 7D | +21.3% | -1.9% | +23.2% | +22.2% |
| 30D | +90.8% | -16.9% | +107.7% | +102.4% |
| 3M | -6.8% | -19.2% | +12.4% | -1.7% |
| 6M | -39.8% | -29.3% | -10.5% | -31.6% |
| YTD | -55.7% | -18.0% | -37.7% | -54.2% |
| 1Y | -92.7% | -15.1% | -77.6% | -92.6% |
| All | -92.7% | -14.5% | -78.2% | -92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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