+19.0%
MSCI vs ACI
-18.4%
+37.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.5% | +1.9% | +4.7% |
| 7D | +11.5% | +4.5% | +7.0% | +10.4% |
| 30D | +22.1% | +20.9% | +1.2% | +17.6% |
| 3M | +18.4% | +15.2% | +3.2% | +15.0% |
| 6M | +16.6% | -13.3% | +30.0% | +18.1% |
| YTD | +18.8% | -16.2% | +35.0% | +20.9% |
| 1Y | +19.0% | -16.9% | +35.8% | +21.0% |
| All | +19.0% | -18.4% | +37.4% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 1y: compounded portfolio wealth divided by compounded ACI 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…
1y analysis · Full analysis span regression · 6 months rolling