+556.2%
MS vs ACM
+130.8%
+425.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.2% | +1.9% |
| 7D | -1.7% | +3.0% | -4.7% | -3.3% |
| 30D | +0.9% | +19.7% | -18.8% | -8.8% |
| 3M | -10.8% | +5.3% | -16.2% | -14.5% |
| 6M | +0.9% | -10.8% | +11.7% | +4.6% |
| YTD | +9.8% | -25.1% | +34.9% | +25.5% |
| 1Y | +17.1% | -45.8% | +62.9% | +61.6% |
| 3Y | +175.7% | -9.4% | +185.1% | +172.4% |
| 5Y | +125.9% | +4.8% | +121.1% | +101.4% |
| 10Y | +556.2% | +129.8% | +426.4% | +257.6% |
| All | +556.2% | +130.8% | +425.3% | +257.6% |
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