+137.0%
MA vs ACI
+32.1%
+104.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.4% |
| 7D | -1.8% | -5.3% | +3.5% | -1.5% |
| 30D | +11.0% | +5.0% | +6.0% | +10.8% |
| 3M | +17.9% | +7.5% | +10.3% | +17.4% |
| 6M | +33.2% | -16.0% | +49.2% | +33.8% |
| YTD | +16.5% | -20.6% | +37.1% | +17.1% |
| 1Y | +19.1% | -23.5% | +42.6% | +19.9% |
| 3Y | +70.6% | -32.1% | +102.7% | +72.4% |
| 5Y | +92.1% | -42.5% | +134.6% | +93.1% |
| All | +137.0% | +32.1% | +104.9% | +144.0% |
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