+33.8%
MAS vs ACGL
+34.2%
-0.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +2.1% |
| 7D | -0.8% | -0.7% | 0.0% | -0.6% |
| 30D | -5.6% | -1.0% | -4.6% | -5.4% |
| 3M | +4.4% | +11.0% | -6.6% | +2.6% |
| 6M | +7.2% | -0.3% | +7.5% | +7.2% |
| YTD | +16.1% | +2.3% | +13.8% | +15.6% |
| 1Y | +0.1% | +6.4% | -6.3% | -1.0% |
| All | +33.8% | +34.2% | -0.5% | +29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling