+100.4%
MAS vs ACI
+39.5%
+60.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.5% | +2.1% | +5.2% |
| 7D | +14.2% | +4.5% | +9.7% | +13.6% |
| 30D | +26.8% | +20.9% | +6.0% | +24.0% |
| 3M | +13.1% | +15.2% | -2.1% | +11.2% |
| 6M | +27.9% | -13.3% | +41.2% | +29.3% |
| YTD | +38.7% | -16.2% | +54.9% | +40.3% |
| 1Y | +40.4% | -16.9% | +57.2% | +42.2% |
| 3Y | +66.1% | -30.8% | +96.9% | +71.4% |
| 5Y | +47.4% | -39.4% | +86.8% | +52.4% |
| All | +100.4% | +39.5% | +60.9% | +84.3% |
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