-86.8%
MSTU vs ACGL
-11.9%
-75.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -2.4% | -6.2% | -8.9% |
| 7D | +16.1% | -2.9% | +19.1% | +15.6% |
| 30D | +68.7% | -2.8% | +71.5% | +67.9% |
| 3M | -11.0% | +6.8% | -17.8% | -10.3% |
| 6M | -33.4% | -1.5% | -31.8% | -33.0% |
| YTD | -59.5% | -0.2% | -59.3% | -59.8% |
| 1Y | -93.4% | +5.3% | -98.6% | -93.6% |
| All | -86.8% | -11.9% | -75.0% | -86.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling