+568.4%
MA vs ACM
+133.7%
+434.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.2% |
| 7D | +1.8% | +6.6% | -4.8% | -0.8% |
| 30D | +11.8% | +19.8% | -7.9% | +4.0% |
| 3M | +17.2% | -3.1% | +20.3% | +17.7% |
| 6M | +33.4% | -11.5% | +44.9% | +37.8% |
| YTD | +16.1% | -24.7% | +40.8% | +27.3% |
| 1Y | +19.9% | -45.1% | +65.0% | +49.9% |
| 3Y | +70.1% | -8.9% | +79.0% | +65.8% |
| 5Y | +89.6% | +5.4% | +84.2% | +71.5% |
| 10Y | +568.4% | +131.1% | +437.4% | +333.3% |
| All | +568.4% | +133.7% | +434.7% | +333.3% |
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