-92.4%
MSTU vs ACWI
+38.2%
-130.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.3% | -4.7% | -3.6% |
| 7D | -25.8% | +2.4% | -28.3% | -35.5% |
| 30D | -43.9% | -1.7% | -42.2% | -36.5% |
| 3M | +2.9% | -3.9% | +6.8% | +38.3% |
| 6M | -75.5% | +0.8% | -76.3% | -73.3% |
| YTD | -76.7% | +11.0% | -87.8% | -82.7% |
| 1Y | -88.9% | +13.1% | -102.0% | -92.5% |
| All | -92.4% | +38.2% | -130.7% | -97.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling