-85.6%
MSTU vs ACGL
-9.7%
-75.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.4% | -3.4% |
| 7D | +21.3% | -0.7% | +22.1% | +21.1% |
| 30D | +90.8% | -1.0% | +91.8% | +90.5% |
| 3M | -6.8% | +11.0% | -17.8% | -5.6% |
| 6M | -39.8% | -0.3% | -39.5% | -39.4% |
| YTD | -55.7% | +2.3% | -58.0% | -55.8% |
| 1Y | -92.7% | +6.4% | -99.0% | -92.8% |
| All | -85.6% | -9.7% | -75.9% | -85.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling