+611.0%
MS vs ACGL
+351.1%
+259.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.1% | -5.8% | -5.9% |
| 7D | -3.4% | +6.4% | -9.8% | -6.7% |
| 30D | -3.9% | +16.6% | -20.5% | -12.0% |
| 3M | -15.9% | +11.6% | -27.5% | -21.3% |
| 6M | -2.5% | +17.5% | -19.9% | -12.3% |
| YTD | +5.1% | +15.3% | -10.2% | -5.2% |
| 1Y | +13.0% | +26.3% | -13.3% | -3.7% |
| 3Y | +160.7% | +35.9% | +124.7% | +103.5% |
| 5Y | +114.0% | +168.2% | -54.1% | -0.1% |
| All | +611.0% | +351.1% | +259.9% | +99.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling