-32.0%
MSTZ vs AMBA
-23.4%
-8.6%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.7% | -9.4% | +27.1% | +16.0% |
| 7D | +13.4% | -14.6% | +27.9% | +10.8% |
| 30D | +37.5% | -18.8% | +56.3% | +34.8% |
| 3M | -69.9% | -32.6% | -37.3% | -71.0% |
| 6M | -32.0% | -25.8% | -6.2% | -27.2% |
| All | -32.0% | -23.4% | -8.6% | -27.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling