-22.1%
ACN vs MSTU
-91.8%
+69.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -12.9% | +11.5% | -1.0% |
| 7D | -5.7% | -23.0% | +17.3% | -4.9% |
| 30D | +17.0% | -47.7% | +64.7% | +19.2% |
| 3M | +39.9% | +12.5% | +27.4% | +37.5% |
| 6M | +50.2% | -76.1% | +126.3% | +54.3% |
| YTD | -4.2% | -75.5% | +71.3% | -3.3% |
| 1Y | +4.3% | -90.1% | +94.4% | +7.9% |
| All | -22.1% | -91.8% | +69.7% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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