+5,088.9%
MA vs ACM
+233.3%
+4,855.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +2.3% | +5.4% | -3.1% | +0.3% |
| 30D | +14.7% | +15.1% | -0.4% | +8.6% |
| 3M | +13.5% | -10.5% | +24.0% | +17.5% |
| 6M | +33.1% | -19.7% | +52.8% | +42.6% |
| YTD | +15.1% | -28.8% | +43.9% | +28.3% |
| 1Y | +18.7% | -47.9% | +66.6% | +49.3% |
| 3Y | +72.1% | -12.4% | +84.4% | +72.2% |
| 5Y | +92.8% | +0.6% | +92.2% | +81.4% |
| 10Y | +571.6% | +161.3% | +410.4% | +305.3% |
| All | +5,088.9% | +233.3% | +4,855.6% | +2,315.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling