+135.3%
MA vs ACI
+31.1%
+104.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.5% | +0.4% |
| 7D | -0.3% | -5.9% | +5.6% | 0.0% |
| 30D | +11.3% | +7.2% | +4.1% | +11.0% |
| 3M | +16.7% | +8.8% | +7.8% | +16.2% |
| 6M | +32.8% | -17.2% | +50.0% | +33.5% |
| YTD | +15.6% | -21.3% | +36.9% | +16.3% |
| 1Y | +19.6% | -23.7% | +43.3% | +20.4% |
| 3Y | +72.1% | -32.8% | +104.9% | +74.0% |
| 5Y | +96.0% | -41.4% | +137.4% | +97.4% |
| All | +135.3% | +31.1% | +104.1% | +142.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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