-30.0%
ACI vs MSTZ
-99.1%
+69.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.8% | +7.0% | +3.2% |
| 7D | -3.7% | +17.0% | -20.8% | -3.7% |
| 30D | +0.6% | -61.8% | +62.4% | +0.6% |
| 3M | -20.3% | -54.6% | +34.3% | -20.5% |
| 6M | -24.7% | -59.3% | +34.6% | -25.0% |
| YTD | -27.2% | -74.6% | +47.4% | -27.5% |
| 1Y | -32.7% | -18.8% | -13.9% | -33.3% |
| All | -30.0% | -99.1% | +69.1% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 10y: compounded portfolio wealth divided by compounded MSTZ 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…
10y analysis · Full analysis span regression · 6 months rolling