+15.1%
MSCI vs ACI
+11.4%
+3.7%
-6.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.6% | +0.9% | -1.9% |
| 7D | +6.0% | +3.5% | +2.5% | +5.6% |
| 30D | +18.2% | +16.8% | +1.4% | +15.7% |
| 3M | +15.1% | +13.1% | +2.0% | +13.4% |
| All | +15.1% | +11.4% | +3.7% | +13.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling