+6.2%
MSFT vs ACI
-21.6%
+27.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.4% | -2.1% |
| 7D | +2.3% | -0.6% | +2.9% | +2.3% |
| 30D | -0.4% | +9.5% | -9.9% | 0.0% |
| 3M | +5.6% | +10.1% | -4.5% | +6.1% |
| 6M | +29.0% | -15.4% | +44.3% | +27.1% |
| YTD | +10.9% | -19.5% | +30.5% | +8.2% |
| 1Y | +6.2% | -21.0% | +27.2% | +3.7% |
| All | +6.2% | -21.6% | +27.8% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling