+67.8%
MAS vs ACI
+25.9%
+42.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.8% |
| 7D | -0.8% | +0.2% | -0.9% | -0.8% |
| 30D | -5.6% | +5.9% | -11.5% | -6.2% |
| 3M | +4.4% | -19.8% | +24.2% | +6.7% |
| 6M | +7.2% | -24.7% | +31.9% | +10.1% |
| YTD | +16.1% | -24.4% | +40.5% | +19.0% |
| 1Y | +0.1% | -31.5% | +31.6% | +3.8% |
| 3Y | +28.3% | -38.7% | +67.0% | +34.3% |
| 5Y | +30.5% | -42.8% | +73.3% | +35.9% |
| All | +67.8% | +25.9% | +42.0% | +56.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling