+73.1%
MA vs ACGL
+161.8%
-88.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.4% |
| 7D | -2.7% | -0.7% | -2.0% | -2.4% |
| 30D | +1.5% | -1.0% | +2.5% | +1.9% |
| 3M | +20.4% | +11.0% | +9.4% | +15.6% |
| 6M | +11.1% | -0.3% | +11.5% | +10.9% |
| YTD | +2.0% | +2.3% | -0.3% | +0.6% |
| 1Y | -2.2% | +6.4% | -8.5% | -5.0% |
| 3Y | +41.9% | +34.0% | +7.9% | +23.4% |
| All | +73.1% | +161.8% | -88.7% | +3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling