-30.2%
MSTZ vs AMP
+11.4%
-41.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +1.5% |
| 7D | -29.7% | +0.2% | -29.9% | -28.2% |
| 30D | -65.3% | -0.1% | -65.2% | -65.1% |
| 3M | -57.3% | +23.6% | -80.9% | -41.4% |
| 6M | -61.6% | +20.4% | -82.0% | -47.8% |
| YTD | -78.3% | +15.4% | -93.7% | -71.0% |
| 1Y | -30.2% | +11.0% | -41.2% | -3.2% |
| All | -30.2% | +11.4% | -41.6% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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