+622.3%
MSCI vs ACM
+127.0%
+495.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +0.4% | -3.7% | +4.1% | +1.8% |
| 30D | +0.6% | -11.1% | +11.7% | +4.5% |
| 3M | -7.1% | -8.0% | +0.9% | -5.1% |
| 6M | +0.8% | -29.7% | +30.5% | +13.7% |
| YTD | +1.0% | -29.4% | +30.4% | +12.7% |
| 1Y | +4.3% | -46.4% | +50.7% | +29.2% |
| 3Y | +9.9% | -22.3% | +32.3% | +14.5% |
| 5Y | -6.8% | +4.5% | -11.2% | -13.7% |
| All | +622.3% | +127.0% | +495.3% | +383.2% |
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