+553.1%
MA vs ACM
+155.0%
+398.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +2.3% | +5.4% | -3.1% | +0.2% |
| 30D | +14.7% | +15.1% | -0.4% | +8.5% |
| 3M | +13.5% | -10.5% | +24.0% | +17.6% |
| 6M | +33.1% | -19.7% | +52.8% | +43.0% |
| YTD | +15.1% | -28.8% | +43.9% | +28.8% |
| 1Y | +18.7% | -47.9% | +66.6% | +51.0% |
| 3Y | +72.1% | -12.4% | +84.4% | +70.5% |
| 5Y | +92.8% | +0.6% | +92.2% | +78.3% |
| All | +553.1% | +155.0% | +398.1% | +344.2% |
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