+3,213.9%
MS vs ACGL
+4,429.2%
-1,215.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +1.1% |
| 7D | +1.4% | -0.7% | +2.1% | +1.7% |
| 30D | -0.3% | -1.0% | +0.7% | +0.1% |
| 3M | +0.3% | +11.0% | -10.8% | -5.3% |
| 6M | +31.3% | -0.3% | +31.7% | +30.2% |
| YTD | +24.7% | +2.3% | +22.4% | +21.5% |
| 1Y | +47.9% | +6.4% | +41.5% | +40.7% |
| 3Y | +178.3% | +34.0% | +144.4% | +130.5% |
| 5Y | +144.9% | +161.6% | -16.8% | +43.2% |
| 10Y | +804.5% | +278.6% | +525.9% | +342.9% |
| All | +3,213.9% | +4,429.2% | -1,215.3% | +873.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling