-65.1%
MSTZ vs ACM
-46.6%
-18.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +2.9% | -12.5% | -7.7% |
| 7D | +0.7% | +9.5% | -8.8% | +6.7% |
| 30D | +16.6% | +14.7% | +1.9% | +27.8% |
| 3M | -74.7% | -9.5% | -65.2% | -74.8% |
| 6M | -43.9% | -18.0% | -25.9% | -50.8% |
| YTD | -84.0% | -27.3% | -56.8% | -86.6% |
| 1Y | -65.1% | -47.0% | -18.1% | -80.5% |
| All | -65.1% | -46.6% | -18.5% | -80.5% |
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