+554.8%
MA vs ACGL
+332.3%
+222.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.1% |
| 7D | -0.3% | -1.1% | +0.7% | +0.2% |
| 30D | +11.3% | +13.1% | -1.8% | +4.8% |
| 3M | +16.7% | +9.8% | +6.9% | +11.4% |
| 6M | +32.8% | +15.3% | +17.5% | +23.6% |
| YTD | +15.6% | +12.7% | +2.9% | +8.4% |
| 1Y | +19.6% | +20.7% | -1.1% | +8.4% |
| 3Y | +72.1% | +34.3% | +37.8% | +44.3% |
| 5Y | +96.0% | +170.6% | -74.5% | +9.3% |
| 10Y | +554.8% | +330.6% | +224.2% | +208.3% |
| All | +554.8% | +332.3% | +222.4% | +208.3% |
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