-89.8%
MSTU vs ACGL
-1.2%
-88.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | -1.9% |
| 7D | -4.3% | +0.9% | -5.1% | -4.1% |
| 30D | -34.6% | +13.7% | -48.3% | -33.4% |
| 3M | +39.0% | +8.0% | +31.0% | +40.5% |
| 6M | -70.5% | +13.3% | -83.8% | -69.8% |
| YTD | -68.6% | +11.8% | -80.5% | -68.3% |
| 1Y | -88.6% | +22.2% | -110.9% | -89.0% |
| All | -89.8% | -1.2% | -88.6% | -89.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling