-90.3%
MSTU vs ACM
-26.1%
-64.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +5.2% | -10.3% | -11.4% |
| 7D | -9.3% | +6.9% | -16.2% | -16.3% |
| 30D | -38.3% | +19.1% | -57.3% | -50.2% |
| 3M | +24.0% | -6.9% | +31.0% | +33.7% |
| 6M | -72.1% | -12.0% | -60.0% | -68.5% |
| YTD | -70.2% | -25.1% | -45.1% | -59.7% |
| 1Y | -89.6% | -45.4% | -44.2% | -70.0% |
| All | -90.3% | -26.1% | -64.2% | -92.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling