-99.3%
MSTZ vs AMP
+13.7%
-113.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | -2.1% |
| 7D | -1.2% | +2.2% | -3.4% | +4.2% |
| 30D | +22.2% | +2.2% | +20.0% | +29.7% |
| 3M | -70.4% | -10.4% | -60.0% | -75.3% |
| 6M | -31.0% | +5.8% | -36.8% | -18.4% |
| YTD | -81.0% | +3.3% | -84.3% | -77.0% |
| 1Y | -61.2% | +11.1% | -72.2% | -44.9% |
| All | -99.3% | +13.7% | -113.0% | -97.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling