+889.0%
MSFT vs ACGL
+337.7%
+551.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | 0.0% |
| 7D | +1.7% | +0.9% | +0.8% | +1.4% |
| 30D | +0.2% | +13.7% | -13.6% | -4.1% |
| 3M | +6.4% | +8.0% | -1.7% | +3.5% |
| 6M | +28.7% | +13.3% | +15.4% | +22.8% |
| YTD | +10.4% | +11.8% | -1.4% | +5.2% |
| 1Y | +7.6% | +22.2% | -14.6% | -0.6% |
| 3Y | +52.3% | +32.5% | +19.8% | +33.0% |
| 5Y | +64.5% | +160.2% | -95.7% | +6.6% |
| All | +889.0% | +337.7% | +551.3% | +466.7% |
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