+779.7%
MSCI vs ACM
+147.1%
+632.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.2% | -4.4% | -1.1% |
| 7D | +1.5% | +6.9% | -5.4% | -1.1% |
| 30D | +14.4% | +19.1% | -4.7% | +7.1% |
| 3M | +15.2% | -6.9% | +22.1% | +17.5% |
| 6M | +11.2% | -12.0% | +23.3% | +15.0% |
| YTD | +13.9% | -25.1% | +39.1% | +24.3% |
| 1Y | +12.5% | -45.4% | +57.9% | +39.1% |
| 3Y | +32.3% | -6.9% | +39.2% | +27.7% |
| 5Y | +4.9% | +3.7% | +1.1% | -2.9% |
| 10Y | +779.7% | +135.8% | +643.9% | +490.1% |
| All | +779.7% | +147.1% | +632.6% | +490.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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