-93.3%
MSTU vs ACM
-47.1%
-46.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.8% | -7.8% | -8.1% |
| 7D | +16.1% | -0.3% | +16.4% | +16.5% |
| 30D | +68.7% | -12.9% | +81.6% | +81.8% |
| 3M | -11.0% | -6.4% | -4.6% | -10.1% |
| 6M | -33.4% | -29.2% | -4.2% | -10.8% |
| YTD | -59.5% | -29.9% | -29.6% | -47.8% |
| All | -93.3% | -47.1% | -46.2% | -86.4% |
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