+174.8%
MS vs ACM
-7.9%
+182.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.2% | -2.1% | +1.1% |
| 7D | +0.7% | +6.9% | -6.2% | -1.7% |
| 30D | -0.9% | +19.1% | -20.0% | -7.2% |
| 3M | -13.0% | -6.9% | -6.0% | -10.8% |
| 6M | -2.0% | -12.0% | +10.1% | +2.5% |
| YTD | +7.8% | -25.1% | +32.9% | +21.9% |
| 1Y | +17.9% | -45.4% | +63.3% | +57.4% |
| 3Y | +174.8% | -6.9% | +181.7% | +162.0% |
| All | +174.8% | -7.9% | +182.7% | +162.0% |
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