-97.3%
MSTU vs AMRZ
-19.2%
-78.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.1% | -5.2% | -5.1% |
| 7D | -25.8% | -2.1% | -23.7% | -25.2% |
| 30D | -43.9% | +13.0% | -56.8% | -45.8% |
| 3M | +2.9% | -12.1% | +15.0% | +7.0% |
| 6M | -75.5% | -19.1% | -56.4% | -74.6% |
| YTD | -76.7% | -23.3% | -53.5% | -75.2% |
| 1Y | -88.9% | -16.6% | -72.4% | -88.5% |
| All | -97.3% | -19.2% | -78.1% | -97.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling