-89.8%
MSTU vs ACWI
+34.9%
-124.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.2% |
| 7D | -4.3% | -2.4% | -1.9% | +10.5% |
| 30D | -34.6% | -5.2% | -29.4% | -8.7% |
| 3M | +39.0% | -4.8% | +43.9% | +99.9% |
| 6M | -70.5% | -1.3% | -69.2% | -63.5% |
| YTD | -68.6% | +8.4% | -77.0% | -73.1% |
| 1Y | -88.6% | +11.0% | -99.7% | -91.4% |
| All | -89.8% | +34.9% | -124.7% | -96.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling