-87.2%
MSTU vs ACGL
+28.7%
-115.9%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +2.7% | +7.7% | +13.5% |
| 7D | -4.8% | +8.0% | -12.8% | +4.8% |
| 30D | -29.6% | +17.3% | -46.9% | -14.2% |
| 3M | +69.4% | +11.2% | +58.2% | +90.9% |
| 6M | -62.2% | +18.2% | -80.4% | -51.3% |
| YTD | -61.1% | +15.4% | -76.5% | -51.5% |
| 1Y | -87.2% | +26.5% | -113.7% | -81.9% |
| All | -87.2% | +28.7% | -115.9% | -81.9% |
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