-99.2%
MSTZ vs ACM
-25.7%
-73.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.6% | +7.0% | +8.4% |
| 7D | +21.1% | +6.6% | +14.5% | +31.5% |
| 30D | +40.1% | +19.8% | +20.3% | +76.8% |
| 3M | -66.1% | -3.1% | -62.9% | -66.3% |
| 6M | -20.7% | -11.5% | -9.2% | -34.8% |
| YTD | -78.6% | -24.7% | -53.9% | -86.1% |
| 1Y | -55.5% | -45.1% | -10.4% | -85.9% |
| All | -99.2% | -25.7% | -73.6% | -98.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling