-23.3%
ACI vs MSTZ
-99.2%
+75.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.9% | -5.7% | -0.8% |
| 7D | +2.3% | +30.8% | -28.5% | +2.2% |
| 30D | +1.2% | +41.2% | -40.0% | +1.2% |
| 3M | +6.8% | -60.9% | +67.7% | +6.6% |
| 6M | -18.7% | -15.7% | -3.1% | -19.3% |
| YTD | -20.2% | -75.2% | +55.0% | -20.7% |
| 1Y | -23.7% | -59.8% | +36.1% | -24.2% |
| All | -23.3% | -99.2% | +75.8% | -26.4% |
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