+109.6%
MSCI vs ACI
+33.9%
+75.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.7% |
| 7D | -0.7% | -0.5% | -0.2% | -0.6% |
| 30D | +16.2% | +4.9% | +11.3% | +15.5% |
| 3M | +16.1% | +11.1% | +5.0% | +14.6% |
| 6M | +12.9% | -14.9% | +27.8% | +14.3% |
| YTD | +14.8% | -19.6% | +34.4% | +16.8% |
| 1Y | +13.8% | -22.7% | +36.5% | +16.2% |
| 3Y | +31.2% | -31.2% | +62.5% | +34.8% |
| 5Y | +5.6% | -42.3% | +47.9% | +8.6% |
| All | +109.6% | +33.9% | +75.8% | +94.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling