+459.7%
MS vs ACI
+25.9%
+433.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | +1.4% | +0.2% | +1.2% | +1.4% |
| 30D | -0.3% | +5.9% | -6.2% | -0.6% |
| 3M | +0.3% | -19.8% | +20.1% | +1.4% |
| 6M | +31.3% | -24.7% | +56.1% | +33.1% |
| YTD | +24.7% | -24.4% | +49.0% | +26.1% |
| 1Y | +47.9% | -31.5% | +79.4% | +50.7% |
| 3Y | +178.3% | -38.7% | +217.0% | +185.3% |
| 5Y | +144.9% | -42.8% | +187.7% | +149.7% |
| All | +459.7% | +25.9% | +433.8% | +480.1% |
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