-85.6%
MSTU vs ACI
-27.4%
-58.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.8% | -3.2% |
| 7D | +21.3% | +0.2% | +21.2% | +21.3% |
| 30D | +90.8% | +5.9% | +84.9% | +90.7% |
| 3M | -6.8% | -19.8% | +13.0% | -8.6% |
| 6M | -39.8% | -24.7% | -15.1% | -41.3% |
| YTD | -55.7% | -24.4% | -31.3% | -56.9% |
| 1Y | -92.7% | -31.5% | -61.2% | -92.7% |
| All | -85.6% | -27.4% | -58.1% | -86.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling