+47.6%
MSFT vs ACGL
+34.9%
+12.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.3% |
| 7D | +2.3% | +1.3% | +1.1% | +2.3% |
| 30D | -0.4% | +14.2% | -14.6% | -1.3% |
| 3M | +5.6% | +11.1% | -5.5% | +4.7% |
| 6M | +29.0% | +16.4% | +12.6% | +27.1% |
| YTD | +10.9% | +13.8% | -2.8% | +9.3% |
| 1Y | +6.2% | +21.6% | -15.3% | +3.6% |
| 3Y | +47.6% | +33.5% | +14.1% | +42.4% |
| All | +47.6% | +34.9% | +12.7% | +42.4% |
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 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