+324.8%
MS vs ACM
+240.6%
+84.2%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.9% | +1.3% | +2.2% |
| 7D | +2.6% | +9.5% | -6.9% | -3.5% |
| 30D | +2.6% | +14.7% | -12.1% | -6.7% |
| 3M | -10.1% | -9.5% | -0.6% | -5.8% |
| 6M | +4.4% | -18.0% | +22.4% | +14.8% |
| YTD | +11.7% | -27.3% | +39.0% | +32.2% |
| 1Y | +20.9% | -47.0% | +67.9% | +76.5% |
| 3Y | +177.1% | -10.6% | +187.7% | +174.7% |
| 5Y | +127.7% | +5.3% | +122.4% | +97.2% |
| 10Y | +684.1% | +167.0% | +517.1% | +208.8% |
| All | +324.8% | +240.6% | +84.2% | +10.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling