+54.7%
MSFT vs ACI
-33.3%
+88.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.8% | +2.8% |
| 7D | +7.5% | -5.9% | +13.4% | +7.3% |
| 30D | +1.9% | +7.2% | -5.3% | +2.1% |
| 3M | +9.2% | +8.8% | +0.4% | +9.6% |
| 6M | +31.9% | -17.2% | +49.0% | +31.3% |
| YTD | +13.4% | -21.3% | +34.7% | +12.6% |
| 1Y | +10.6% | -23.7% | +34.4% | +9.8% |
| 3Y | +54.7% | -32.8% | +87.5% | +52.9% |
| All | +54.7% | -33.3% | +88.0% | +52.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling