+808.5%
MS vs ACM
+127.0%
+681.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.5% |
| 7D | +1.4% | -3.7% | +5.1% | +3.6% |
| 30D | -0.3% | -11.1% | +10.9% | +5.4% |
| 3M | +0.3% | -8.0% | +8.3% | +3.1% |
| 6M | +31.3% | -29.7% | +61.0% | +56.9% |
| YTD | +24.7% | -29.4% | +54.0% | +47.6% |
| 1Y | +47.9% | -46.4% | +94.3% | +104.6% |
| 3Y | +178.3% | -22.3% | +200.7% | +202.7% |
| 5Y | +144.9% | +4.5% | +140.4% | +118.4% |
| All | +808.5% | +127.0% | +681.5% | +387.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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