-86.8%
MSTU vs ACM
-30.9%
-56.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.8% | -7.8% | -7.6% |
| 7D | +16.1% | -0.3% | +16.4% | +16.9% |
| 30D | +68.7% | -12.9% | +81.6% | +96.9% |
| 3M | -11.0% | -6.4% | -4.6% | -10.0% |
| 6M | -33.4% | -29.2% | -4.2% | +6.4% |
| YTD | -59.5% | -29.9% | -29.6% | -40.7% |
| 1Y | -93.4% | -47.3% | -46.1% | -80.5% |
| All | -86.8% | -30.9% | -56.0% | -89.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling