+47.4%
MAS vs ACGL
+170.1%
-122.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.7% | +3.0% | +4.8% |
| 7D | +14.2% | +8.0% | +6.2% | +11.5% |
| 30D | +26.8% | +17.3% | +9.5% | +20.9% |
| 3M | +13.1% | +11.2% | +1.9% | +9.5% |
| 6M | +27.9% | +18.2% | +9.7% | +21.4% |
| YTD | +38.7% | +15.4% | +23.3% | +32.3% |
| 1Y | +40.4% | +26.5% | +13.8% | +30.2% |
| 3Y | +66.1% | +36.1% | +30.0% | +47.4% |
| 5Y | +47.4% | +175.9% | -128.5% | -12.2% |
| All | +47.4% | +170.1% | -122.7% | -12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling