-87.2%
MSTU vs ACM
-46.6%
-40.6%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +2.9% | +7.4% | +8.5% |
| 7D | -4.8% | +9.5% | -14.4% | -9.8% |
| 30D | -29.6% | +14.7% | -44.3% | -34.8% |
| 3M | +69.4% | -9.5% | +78.9% | +75.4% |
| 6M | -62.2% | -18.0% | -44.2% | -56.7% |
| YTD | -61.1% | -27.3% | -33.8% | -52.0% |
| 1Y | -87.2% | -47.0% | -40.2% | -74.6% |
| All | -87.2% | -46.6% | -40.6% | -74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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