+122.9%
MS vs ACI
-42.9%
+165.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.5% |
| 3M | -12.2% | +6.8% | -19.0% | -12.7% |
| 6M | -0.5% | -18.7% | +18.2% | +1.0% |
| YTD | +9.8% | -20.2% | +30.0% | +11.3% |
| 1Y | +17.7% | -23.7% | +41.5% | +20.0% |
| 3Y | +176.8% | -31.6% | +208.5% | +184.6% |
| All | +122.9% | -42.9% | +165.8% | +130.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling