+5,114.5%
MA vs ACM
+233.2%
+4,881.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -1.6% |
| 7D | +3.2% | +5.1% | -1.9% | +1.2% |
| 30D | +15.9% | +11.5% | +4.5% | +11.1% |
| 3M | +15.2% | -10.5% | +25.6% | +19.2% |
| 6M | +32.4% | -20.4% | +52.7% | +42.3% |
| YTD | +15.6% | -28.9% | +44.5% | +28.9% |
| 1Y | +19.3% | -48.7% | +68.0% | +51.0% |
| 3Y | +73.0% | -12.5% | +85.5% | +73.2% |
| 5Y | +93.7% | +0.5% | +93.2% | +82.3% |
| 10Y | +575.0% | +161.2% | +413.8% | +307.4% |
| All | +5,114.5% | +233.2% | +4,881.3% | +2,328.1% |
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 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