+9.0%
MSFT vs ACGL
+28.7%
-19.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.7% | +4.0% | +7.0% |
| 7D | +4.7% | +8.0% | -3.3% | +5.9% |
| 30D | +5.8% | +17.3% | -11.5% | +8.3% |
| 3M | +13.0% | +11.2% | +1.8% | +14.7% |
| 6M | +34.9% | +18.2% | +16.7% | +37.6% |
| YTD | +15.7% | +15.4% | +0.3% | +16.7% |
| 1Y | +9.0% | +26.5% | -17.6% | +8.4% |
| All | +9.0% | +28.7% | -19.8% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 1y: compounded portfolio wealth divided by compounded ACGL 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…
1y analysis · Full analysis span regression · 6 months rolling