-92.7%
MSTU vs ACGL
+4.8%
-97.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.4% | -5.3% |
| 7D | +21.3% | -0.7% | +22.1% | +19.6% |
| 30D | +90.8% | -1.0% | +91.8% | +88.5% |
| 3M | -6.8% | +11.0% | -17.8% | +11.7% |
| 6M | -39.8% | -0.3% | -39.5% | -40.3% |
| YTD | -55.7% | +2.3% | -58.0% | -52.5% |
| 1Y | -92.7% | +6.4% | -99.0% | -91.5% |
| All | -92.7% | +4.8% | -97.5% | -91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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