+89.8%
MAS vs ACI
+29.9%
+59.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.4% | +1.5% | -1.5% |
| 7D | +2.0% | -2.2% | +4.2% | +2.3% |
| 30D | +19.4% | +10.3% | +9.1% | +18.1% |
| 3M | +9.4% | +7.2% | +2.2% | +8.5% |
| 6M | +15.3% | -18.0% | +33.3% | +17.4% |
| YTD | +31.3% | -22.0% | +53.3% | +34.1% |
| 1Y | +34.9% | -23.4% | +58.2% | +38.0% |
| 3Y | +58.6% | -35.8% | +94.4% | +65.1% |
| 5Y | +40.7% | -43.7% | +84.4% | +46.7% |
| All | +89.8% | +29.9% | +59.9% | +76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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