+85.0%
MA vs ACI
-41.9%
+126.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.4% |
| 7D | -0.5% | -0.5% | -0.1% | -0.5% |
| 30D | +7.9% | +4.9% | +3.0% | +7.4% |
| 3M | +16.8% | +11.1% | +5.7% | +15.5% |
| 6M | +31.0% | -14.9% | +45.9% | +32.3% |
| YTD | +15.0% | -19.6% | +34.7% | +16.4% |
| 1Y | +17.0% | -22.7% | +39.7% | +19.0% |
| 3Y | +68.5% | -31.2% | +99.7% | +72.7% |
| 5Y | +85.0% | -42.3% | +127.3% | +87.0% |
| All | +85.0% | -41.9% | +126.9% | +87.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling