-29.7%
ACI vs MSTZ
-99.2%
+69.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +8.2% | -11.5% | -3.3% |
| 7D | -2.6% | -25.4% | +22.8% | -2.6% |
| 30D | +1.1% | -60.9% | +62.0% | +1.1% |
| 3M | -23.6% | -54.2% | +30.5% | -23.9% |
| 6M | -29.9% | -65.0% | +35.0% | -30.2% |
| YTD | -26.9% | -76.5% | +49.6% | -27.2% |
| 1Y | -34.2% | -23.4% | -10.9% | -34.8% |
| All | -29.7% | -99.2% | +69.5% | -32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling