+164.0%
MSFT vs ACI
+18.9%
+145.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.3% |
| 7D | -1.0% | -5.0% | +4.0% | -0.7% |
| 30D | -2.7% | -2.3% | -0.4% | -2.5% |
| 3M | +22.1% | -23.2% | +45.3% | +23.8% |
| 6M | +20.6% | -29.5% | +50.1% | +22.7% |
| YTD | +2.3% | -28.6% | +30.9% | +3.9% |
| 1Y | -0.5% | -34.0% | +33.5% | +1.6% |
| 3Y | +50.5% | -45.0% | +95.5% | +55.5% |
| 5Y | +72.3% | -44.0% | +116.4% | +75.8% |
| All | +164.0% | +18.9% | +145.1% | +139.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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