+140.2%
MAS vs ACGL
+276.1%
-135.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +2.5% |
| 7D | -0.8% | -0.7% | 0.0% | -0.5% |
| 30D | -5.6% | -1.0% | -4.6% | -5.3% |
| 3M | +4.4% | +11.0% | -6.6% | 0.0% |
| 6M | +7.2% | -0.3% | +7.5% | +6.9% |
| YTD | +16.1% | +2.3% | +13.8% | +14.4% |
| 1Y | +0.1% | +6.4% | -6.3% | -3.1% |
| 3Y | +28.3% | +34.0% | -5.7% | +9.2% |
| 5Y | +30.5% | +161.6% | -131.2% | -20.1% |
| All | +140.2% | +276.1% | -135.9% | +22.9% |
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