+145.1%
MS vs ACGL
+161.8%
-16.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.8% |
| 7D | +1.4% | -0.7% | +2.1% | +1.6% |
| 30D | -0.3% | -1.0% | +0.7% | 0.0% |
| 3M | +0.3% | +11.0% | -10.8% | -3.8% |
| 6M | +31.3% | -0.3% | +31.7% | +30.7% |
| YTD | +24.7% | +2.3% | +22.4% | +22.4% |
| 1Y | +47.9% | +6.4% | +41.5% | +42.5% |
| 3Y | +178.3% | +34.0% | +144.4% | +137.5% |
| All | +145.1% | +161.8% | -16.7% | +35.5% |
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