+401.7%
MS vs ACI
+39.5%
+362.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.5% | +0.7% | +4.1% |
| 7D | +2.6% | +4.5% | -1.8% | +2.4% |
| 30D | +2.6% | +20.9% | -18.2% | +1.5% |
| 3M | -10.1% | +15.2% | -25.3% | -10.8% |
| 6M | +4.4% | -13.3% | +17.7% | +5.0% |
| YTD | +11.7% | -16.2% | +27.9% | +12.4% |
| 1Y | +20.9% | -16.9% | +37.8% | +21.7% |
| 3Y | +177.1% | -30.8% | +208.0% | +182.0% |
| 5Y | +127.7% | -39.4% | +167.1% | +130.9% |
| All | +401.7% | +39.5% | +362.1% | +416.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling