-91.0%
MSTU vs ACM
-25.7%
-65.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.6% | -7.9% | -8.0% |
| 7D | -21.7% | +6.6% | -28.3% | -27.6% |
| 30D | -42.8% | +19.8% | -62.5% | -54.2% |
| 3M | +21.4% | -3.1% | +24.6% | +24.0% |
| 6M | -74.1% | -11.5% | -62.6% | -71.0% |
| YTD | -72.4% | -24.7% | -47.7% | -62.9% |
| 1Y | -90.1% | -45.1% | -45.0% | -71.7% |
| All | -91.0% | -25.7% | -65.3% | -93.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling