-95.9%
MSTU vs AMRZ
-20.3%
-75.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.3% | -5.5% | -6.4% |
| 7D | -22.0% | -8.1% | -13.9% | -19.8% |
| 30D | +60.3% | -14.8% | +75.1% | +67.8% |
| 3M | -3.7% | -19.7% | +16.0% | +0.2% |
| 6M | -45.2% | -30.8% | -14.4% | -39.9% |
| YTD | -64.3% | -24.3% | -40.0% | -61.9% |
| 1Y | -94.0% | -24.0% | -70.0% | -93.9% |
| All | -95.9% | -20.3% | -75.6% | -95.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling