-90.1%
MSTU vs ACM
-46.1%
-44.0%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -0.2% | -12.7% | -12.8% |
| 7D | -23.0% | +5.1% | -28.1% | -25.5% |
| 30D | -47.7% | +18.7% | -66.4% | -52.6% |
| 3M | +12.5% | +15.5% | -3.0% | +3.6% |
| 6M | -76.1% | +1.2% | -77.3% | -77.1% |
| YTD | -75.5% | -25.2% | -50.3% | -70.3% |
| 1Y | -90.1% | -46.3% | -43.8% | -80.3% |
| All | -90.1% | -46.1% | -44.0% | -80.3% |
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