+922.9%
MSFT vs ACGL
+332.0%
+590.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.5% |
| 7D | +2.3% | +1.3% | +1.1% | +2.0% |
| 30D | -0.4% | +14.2% | -14.6% | -4.7% |
| 3M | +5.6% | +11.1% | -5.5% | +1.8% |
| 6M | +29.0% | +16.4% | +12.6% | +21.9% |
| YTD | +10.9% | +13.8% | -2.8% | +5.1% |
| 1Y | +6.2% | +21.6% | -15.3% | -1.7% |
| 3Y | +47.6% | +33.5% | +14.1% | +28.7% |
| 5Y | +67.9% | +174.8% | -106.9% | +6.5% |
| 10Y | +922.9% | +330.4% | +592.5% | +463.2% |
| All | +922.9% | +332.0% | +590.8% | +463.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling