-92.4%
MSTU vs ACGL
+0.9%
-93.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.3% | -5.3% | -5.0% |
| 7D | -25.8% | +2.2% | -28.0% | -25.5% |
| 30D | -43.9% | +12.3% | -56.2% | -42.8% |
| 3M | +2.9% | +11.8% | -8.9% | +4.6% |
| 6M | -75.5% | +17.5% | -93.0% | -74.8% |
| YTD | -76.7% | +14.3% | -91.0% | -76.4% |
| 1Y | -88.9% | +18.2% | -107.1% | -88.9% |
| All | -92.4% | +0.9% | -93.4% | -92.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling