-85.6%
MSTU vs ACM
-30.3%
-55.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -2.7% |
| 7D | +21.3% | -3.7% | +25.1% | +27.2% |
| 30D | +90.8% | -11.1% | +101.9% | +116.8% |
| 3M | -6.8% | -8.0% | +1.2% | -2.5% |
| 6M | -39.8% | -29.7% | -10.2% | -2.2% |
| YTD | -55.7% | -29.4% | -26.3% | -35.8% |
| 1Y | -92.7% | -46.4% | -46.2% | -79.2% |
| All | -85.6% | -30.3% | -55.3% | -88.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling