-30.2%
MSTZ vs ACM
-45.8%
+15.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.4% |
| 7D | -29.7% | -3.7% | -26.0% | -31.3% |
| 30D | -65.3% | -11.1% | -54.2% | -67.0% |
| 3M | -57.3% | -8.0% | -49.3% | -59.2% |
| 6M | -61.6% | -29.7% | -32.0% | -71.8% |
| YTD | -78.3% | -29.4% | -48.9% | -83.2% |
| 1Y | -30.2% | -46.4% | +16.2% | -63.1% |
| All | -30.2% | -45.8% | +15.5% | -63.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling