+222.1%
MAS vs ACGL
+351.1%
-129.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.3% | -3.4% |
| 7D | +4.6% | +6.4% | -1.8% | +2.1% |
| 30D | +19.9% | +16.6% | +3.3% | +12.9% |
| 3M | +8.9% | +11.6% | -2.7% | +4.3% |
| 6M | +20.2% | +17.5% | +2.7% | +12.4% |
| YTD | +33.9% | +15.3% | +18.6% | +25.9% |
| 1Y | +34.7% | +26.3% | +8.4% | +22.1% |
| 3Y | +60.4% | +35.9% | +24.5% | +37.0% |
| 5Y | +43.5% | +168.2% | -124.7% | -12.3% |
| All | +222.1% | +351.1% | -129.1% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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