-31.4%
ACI vs MSTZ
-99.2%
+67.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.5% | -7.8% | -2.4% |
| 7D | -5.0% | -23.6% | +18.5% | -5.0% |
| 30D | -2.3% | -60.7% | +58.4% | -2.3% |
| 3M | -23.2% | -58.3% | +35.1% | -23.3% |
| 6M | -29.5% | -60.0% | +30.5% | -29.8% |
| YTD | -28.6% | -75.2% | +46.6% | -28.9% |
| 1Y | -34.0% | -19.9% | -14.2% | -34.6% |
| All | -31.4% | -99.2% | +67.8% | -34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling