+2,870.4%
MS vs ACGL
+5,010.0%
-2,139.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.7% | +1.6% | +3.0% |
| 7D | +2.6% | +8.0% | -5.3% | -1.0% |
| 30D | +2.6% | +17.3% | -14.7% | -5.0% |
| 3M | -10.1% | +11.2% | -21.3% | -14.8% |
| 6M | +4.4% | +18.2% | -13.8% | -4.7% |
| YTD | +11.7% | +15.4% | -3.7% | +2.6% |
| 1Y | +20.9% | +26.5% | -5.6% | +6.1% |
| 3Y | +177.1% | +36.1% | +141.1% | +128.6% |
| 5Y | +127.7% | +175.9% | -48.2% | +29.8% |
| 10Y | +684.1% | +352.4% | +331.6% | +253.3% |
| All | +2,870.4% | +5,010.0% | -2,139.7% | +722.3% |
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