-99.3%
MSTZ vs ACM
-29.8%
-69.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.8% |
| 7D | -1.2% | +5.4% | -6.6% | +6.2% |
| 30D | +22.2% | +15.1% | +7.1% | +47.3% |
| 3M | -70.4% | -10.5% | -59.9% | -73.1% |
| 6M | -31.0% | -19.7% | -11.3% | -50.4% |
| YTD | -81.0% | -28.8% | -52.2% | -88.5% |
| 1Y | -61.2% | -47.9% | -13.3% | -88.4% |
| All | -99.3% | -29.8% | -69.6% | -98.7% |
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