-87.5%
MSTU vs ACI
-31.5%
-56.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.4% | -3.0% | -5.4% |
| 7D | +12.9% | -5.0% | +18.0% | +12.9% |
| 30D | +68.3% | -2.3% | +70.7% | +68.3% |
| 3M | +0.4% | -23.2% | +23.6% | -1.4% |
| 6M | -41.5% | -29.5% | -12.0% | -43.0% |
| YTD | -61.7% | -28.6% | -33.1% | -62.7% |
| 1Y | -93.7% | -34.0% | -59.6% | -93.7% |
| All | -87.5% | -31.5% | -56.0% | -87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling