-99.2%
MSTZ vs AMBA
+15.6%
-114.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.1% |
| 7D | -29.7% | -11.0% | -18.8% | -36.0% |
| 30D | -65.3% | -23.2% | -42.1% | -71.1% |
| 3M | -57.3% | -12.7% | -44.6% | -58.5% |
| 6M | -61.6% | +11.2% | -72.8% | -50.4% |
| YTD | -78.3% | -11.2% | -67.1% | -74.6% |
| 1Y | -30.2% | -22.5% | -7.7% | -23.0% |
| All | -99.2% | +15.6% | -114.8% | -97.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling