+3.8%
MSCI vs ACI
-43.3%
+47.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.4% | +1.1% | -1.7% |
| 7D | +2.8% | -2.2% | +5.0% | +3.2% |
| 30D | +15.4% | +10.3% | +5.1% | +13.7% |
| 3M | +13.4% | +7.2% | +6.2% | +12.1% |
| 6M | +10.9% | -18.0% | +28.9% | +13.4% |
| YTD | +13.0% | -22.0% | +35.0% | +16.2% |
| 1Y | +12.0% | -23.4% | +35.4% | +15.5% |
| 3Y | +34.1% | -35.8% | +69.9% | +40.7% |
| All | +3.8% | -43.3% | +47.2% | +7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling