+553.1%
MA vs ACGL
+337.7%
+215.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | +1.0% |
| 7D | +2.3% | +0.9% | +1.4% | +1.9% |
| 30D | +14.7% | +13.7% | +0.9% | +7.7% |
| 3M | +13.5% | +8.0% | +5.5% | +9.3% |
| 6M | +33.1% | +13.3% | +19.8% | +25.0% |
| YTD | +15.1% | +11.8% | +3.2% | +8.3% |
| 1Y | +18.7% | +22.2% | -3.5% | +6.9% |
| 3Y | +72.1% | +32.5% | +39.6% | +45.2% |
| 5Y | +92.8% | +160.2% | -67.4% | +9.8% |
| All | +553.1% | +337.7% | +215.4% | +210.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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