-92.0%
MSTU vs ACWI
+38.6%
-130.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -0.6% | -12.3% | -10.0% |
| 7D | -23.0% | +2.7% | -25.7% | -33.9% |
| 30D | -47.7% | -2.6% | -45.1% | -37.5% |
| 3M | +12.5% | -3.2% | +15.7% | +45.3% |
| 6M | -76.1% | +1.9% | -77.9% | -75.5% |
| YTD | -75.5% | +11.3% | -86.8% | -82.0% |
| 1Y | -90.1% | +11.7% | -101.7% | -92.8% |
| All | -92.0% | +38.6% | -130.6% | -97.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling