-34.2%
ACI vs MSTZ
-12.4%
-21.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.6% | -7.9% | -1.3% |
| 7D | -7.1% | +24.8% | -31.9% | -7.1% |
| 30D | -4.5% | -59.2% | +54.7% | -4.5% |
| 3M | -22.3% | -56.9% | +34.6% | -22.6% |
| 6M | -28.4% | -57.6% | +29.2% | -29.2% |
| YTD | -29.5% | -73.6% | +44.1% | -30.4% |
| 1Y | -34.2% | -15.6% | -18.7% | -38.9% |
| All | -34.2% | -12.4% | -21.9% | -38.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling