-95.6%
MSTU vs AMRZ
-19.2%
-76.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.3% | -3.1% | -4.7% |
| 7D | +12.9% | -4.7% | +17.6% | +15.0% |
| 30D | +68.3% | -11.3% | +79.6% | +74.2% |
| 3M | +0.4% | -22.1% | +22.4% | +5.6% |
| 6M | -41.5% | -29.6% | -11.9% | -36.3% |
| YTD | -61.7% | -23.3% | -38.4% | -59.3% |
| 1Y | -93.7% | -23.7% | -69.9% | -93.6% |
| All | -95.6% | -19.2% | -76.4% | -95.3% |
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