+800.7%
MSCI vs ACM
+133.7%
+667.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.4% |
| 7D | +2.7% | +6.6% | -3.9% | +0.2% |
| 30D | +16.2% | +19.8% | -3.5% | +8.6% |
| 3M | +17.1% | -3.1% | +20.2% | +17.6% |
| 6M | +13.0% | -11.5% | +24.5% | +16.6% |
| YTD | +15.8% | -24.7% | +40.4% | +26.1% |
| 1Y | +15.5% | -45.1% | +60.5% | +42.5% |
| 3Y | +32.3% | -8.9% | +41.2% | +29.0% |
| 5Y | +8.2% | +5.4% | +2.8% | -0.5% |
| 10Y | +800.7% | +131.1% | +669.6% | +499.3% |
| All | +800.7% | +133.7% | +667.0% | +499.3% |
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