+393.1%
MS vs ACI
+32.8%
+360.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.5% | +0.8% |
| 7D | +5.1% | +2.3% | +2.8% | +4.9% |
| 30D | +5.7% | +1.2% | +4.4% | +5.6% |
| 3M | -12.2% | +6.8% | -19.0% | -12.5% |
| 6M | -0.5% | -18.7% | +18.2% | +0.5% |
| YTD | +9.8% | -20.2% | +30.0% | +10.7% |
| 1Y | +17.7% | -23.7% | +41.5% | +19.1% |
| 3Y | +176.8% | -31.6% | +208.5% | +181.6% |
| 5Y | +123.7% | -42.8% | +166.5% | +127.4% |
| All | +393.1% | +32.8% | +360.3% | +409.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling