+107.5%
MA vs ACI
+25.9%
+81.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | -2.7% | +0.2% | -2.9% | -2.7% |
| 30D | +1.5% | +5.9% | -4.4% | +1.3% |
| 3M | +20.4% | -19.8% | +40.2% | +21.3% |
| 6M | +11.1% | -24.7% | +35.9% | +12.2% |
| YTD | +2.0% | -24.4% | +26.3% | +2.8% |
| 1Y | -2.2% | -31.5% | +29.3% | -1.0% |
| 3Y | +41.9% | -38.7% | +80.6% | +44.0% |
| 5Y | +75.4% | -42.8% | +118.2% | +77.1% |
| All | +107.5% | +25.9% | +81.6% | +114.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling