+46.2%
MSFT vs ACGL
+33.8%
+12.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | +0.1% |
| 7D | -1.3% | +2.2% | -3.4% | -1.4% |
| 30D | -1.8% | +12.3% | -14.1% | -2.7% |
| 3M | +5.6% | +11.8% | -6.2% | +4.8% |
| 6M | +29.8% | +17.5% | +12.4% | +27.8% |
| YTD | +9.0% | +14.3% | -5.3% | +7.4% |
| 1Y | +4.9% | +18.2% | -13.2% | +2.8% |
| 3Y | +46.2% | +33.2% | +13.1% | +41.5% |
| All | +46.2% | +33.8% | +12.4% | +41.5% |
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