+847.5%
MSCI vs ACM
+132.6%
+714.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.8% | +1.1% |
| 7D | +3.0% | +5.6% | -2.6% | +0.8% |
| 30D | +17.8% | +20.8% | -3.0% | +9.4% |
| 3M | +15.2% | +11.4% | +3.8% | +10.0% |
| 6M | +16.5% | +0.9% | +15.5% | +14.5% |
| YTD | +16.4% | -24.8% | +41.2% | +27.2% |
| 1Y | +16.8% | -46.4% | +63.2% | +46.9% |
| 3Y | +35.8% | -9.2% | +45.0% | +32.2% |
| 5Y | +7.0% | +5.0% | +2.0% | -2.0% |
| All | +847.5% | +132.6% | +714.9% | +496.2% |
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