-75.5%
MSTU vs ACI
-14.9%
-60.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.8% | -4.3% | -4.9% |
| 7D | -25.8% | +2.3% | -28.1% | -26.0% |
| 30D | -43.9% | +1.2% | -45.1% | -43.9% |
| 3M | +2.9% | +6.8% | -3.9% | +1.5% |
| 6M | -75.5% | -18.7% | -56.8% | -79.3% |
| All | -75.5% | -14.9% | -60.6% | -79.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling