+43.3%
MA vs ACM
-21.7%
+65.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -2.7% | -3.7% | +1.0% | -1.9% |
| 30D | +1.5% | -11.1% | +12.6% | +4.0% |
| 3M | +20.4% | -8.0% | +28.4% | +22.1% |
| 6M | +11.1% | -29.7% | +40.8% | +20.3% |
| YTD | +2.0% | -29.4% | +31.3% | +9.8% |
| 1Y | -2.2% | -46.4% | +44.3% | +13.7% |
| All | +43.3% | -21.7% | +65.0% | +43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling