-93.7%
MSTU vs ACI
-35.6%
-58.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.4% | -3.0% | -5.5% |
| 7D | +12.9% | -5.0% | +18.0% | +12.8% |
| 30D | +68.3% | -2.3% | +70.7% | +68.2% |
| 3M | +0.4% | -23.2% | +23.6% | -3.9% |
| 6M | -41.5% | -29.5% | -12.0% | -45.1% |
| YTD | -61.7% | -28.6% | -33.1% | -64.3% |
| 1Y | -93.7% | -34.0% | -59.6% | -94.3% |
| All | -93.7% | -35.6% | -58.0% | -94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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