+161.8%
MS vs ACM
-12.3%
+174.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.2% | -3.8% | -5.1% |
| 7D | -3.4% | +5.1% | -8.4% | -5.1% |
| 30D | -3.9% | +11.5% | -15.4% | -7.7% |
| 3M | -15.9% | -10.5% | -5.5% | -12.5% |
| 6M | -2.5% | -20.4% | +17.9% | +6.6% |
| YTD | +5.1% | -28.9% | +33.9% | +21.2% |
| 1Y | +13.0% | -48.7% | +61.7% | +54.9% |
| All | +161.8% | -12.3% | +174.2% | +153.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling