+106.2%
MSCI vs ACI
+29.9%
+76.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.4% | +1.1% | -1.9% |
| 7D | +2.8% | -2.2% | +5.0% | +3.1% |
| 30D | +15.4% | +10.3% | +5.1% | +14.1% |
| 3M | +13.4% | +7.2% | +6.2% | +12.4% |
| 6M | +10.9% | -18.0% | +28.9% | +12.8% |
| YTD | +13.0% | -22.0% | +35.0% | +15.3% |
| 1Y | +12.0% | -23.4% | +35.4% | +14.6% |
| 3Y | +34.1% | -35.8% | +69.9% | +38.8% |
| 5Y | +3.9% | -43.7% | +47.6% | +7.3% |
| All | +106.2% | +29.9% | +76.3% | +91.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling