-99.2%
MSTZ vs ACM
-30.3%
-68.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.2% |
| 7D | -29.7% | -3.7% | -26.0% | -32.7% |
| 30D | -65.3% | -11.1% | -54.2% | -69.4% |
| 3M | -57.3% | -8.0% | -49.3% | -61.8% |
| 6M | -61.6% | -29.7% | -32.0% | -78.2% |
| YTD | -78.3% | -29.4% | -48.9% | -87.2% |
| 1Y | -30.2% | -46.4% | +16.2% | -76.8% |
| All | -99.2% | -30.3% | -68.9% | -98.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling