-7.5%
MSCI vs ACM
+5.0%
-12.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +0.4% | -3.7% | +4.1% | +1.9% |
| 30D | +0.6% | -11.1% | +11.7% | +4.8% |
| 3M | -7.1% | -8.0% | +0.9% | -4.9% |
| 6M | +0.8% | -29.7% | +30.5% | +15.8% |
| YTD | +1.0% | -29.4% | +30.4% | +14.3% |
| 1Y | +4.3% | -46.4% | +50.7% | +34.6% |
| 3Y | +9.9% | -22.3% | +32.3% | +9.7% |
| All | -7.5% | +5.0% | -12.4% | -23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling