-90.1%
MSTU vs ACM
-45.8%
-44.3%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.6% | -7.9% | -7.6% |
| 7D | -21.7% | +6.6% | -28.3% | -24.5% |
| 30D | -42.8% | +19.8% | -62.5% | -48.3% |
| 3M | +21.4% | -3.1% | +24.6% | +20.9% |
| 6M | -74.1% | -11.5% | -62.6% | -72.1% |
| YTD | -72.4% | -24.7% | -47.7% | -66.8% |
| 1Y | -90.1% | -45.1% | -45.0% | -81.7% |
| All | -90.1% | -45.8% | -44.3% | -81.7% |
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