+52.3%
MSFT vs ACGL
+31.5%
+20.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | -0.8% |
| 7D | +1.7% | +0.9% | +0.8% | +1.6% |
| 30D | +0.2% | +13.7% | -13.6% | -0.8% |
| 3M | +6.4% | +8.0% | -1.7% | +5.7% |
| 6M | +28.7% | +13.3% | +15.4% | +27.1% |
| YTD | +10.4% | +11.8% | -1.4% | +8.9% |
| 1Y | +7.6% | +22.2% | -14.6% | +4.7% |
| 3Y | +52.3% | +32.5% | +19.8% | +47.2% |
| All | +52.3% | +31.5% | +20.8% | +47.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling