-56.1%
MSTZ vs AMBA
-33.1%
-23.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.7% | -9.4% | +27.1% | +14.6% |
| 7D | +13.4% | -14.6% | +27.9% | +8.6% |
| 30D | +37.5% | -18.8% | +56.3% | +31.6% |
| 3M | -69.9% | -32.6% | -37.3% | -72.8% |
| 6M | -32.0% | -25.8% | -6.2% | -28.9% |
| YTD | -81.2% | -22.1% | -59.1% | -74.9% |
| 1Y | -56.1% | -36.2% | -19.8% | -39.7% |
| All | -56.1% | -33.1% | -23.0% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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