-99.3%
MSTZ vs ACM
-29.8%
-69.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.7% | -2.2% | +19.9% | +15.0% |
| 7D | +13.4% | +5.1% | +8.3% | +21.5% |
| 30D | +37.5% | +11.5% | +26.0% | +60.1% |
| 3M | -69.9% | -10.5% | -59.5% | -72.7% |
| 6M | -32.0% | -20.4% | -11.6% | -51.8% |
| YTD | -81.2% | -28.9% | -52.3% | -88.6% |
| 1Y | -56.1% | -48.7% | -7.4% | -87.3% |
| 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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling