+554.8%
MA vs ACM
+147.1%
+407.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.2% | -4.7% | -1.6% |
| 7D | -0.3% | +6.9% | -7.2% | -3.0% |
| 30D | +11.3% | +19.1% | -7.7% | +3.8% |
| 3M | +16.7% | -6.9% | +23.6% | +19.1% |
| 6M | +32.8% | -12.0% | +44.8% | +37.5% |
| YTD | +15.6% | -25.1% | +40.7% | +27.0% |
| 1Y | +19.6% | -45.4% | +65.0% | +49.8% |
| 3Y | +72.1% | -6.9% | +79.0% | +66.0% |
| 5Y | +96.0% | +3.7% | +92.3% | +78.5% |
| 10Y | +554.8% | +135.8% | +419.0% | +329.1% |
| All | +554.8% | +147.1% | +407.6% | +329.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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