-87.2%
MSTU vs ACWI
+14.9%
-102.0%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.7% | +8.7% | +1.2% |
| 7D | -4.8% | -0.5% | -4.4% | -0.9% |
| 30D | -29.6% | -1.6% | -27.9% | -19.6% |
| 3M | +69.4% | -1.3% | +70.7% | +98.9% |
| 6M | -62.2% | +5.8% | -68.1% | -68.2% |
| YTD | -61.1% | +12.7% | -73.8% | -71.7% |
| 1Y | -87.2% | +15.0% | -102.2% | -91.3% |
| All | -87.2% | +14.9% | -102.0% | -91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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