+671.4%
MSI vs ACGL
+332.0%
+339.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.1% | -0.5% |
| 7D | +7.4% | +1.3% | +6.2% | +6.8% |
| 30D | +18.7% | +14.2% | +4.5% | +12.2% |
| 3M | +14.5% | +11.1% | +3.4% | +9.3% |
| 6M | +38.1% | +16.4% | +21.8% | +29.1% |
| YTD | +38.7% | +13.8% | +24.9% | +30.5% |
| 1Y | +35.4% | +21.6% | +13.9% | +23.7% |
| 3Y | +75.1% | +33.5% | +41.6% | +49.8% |
| 5Y | +126.4% | +174.8% | -48.5% | +35.6% |
| 10Y | +671.4% | +330.4% | +341.0% | +259.7% |
| All | +671.4% | +332.0% | +339.4% | +259.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling