+671.3%
MSI vs ACGL
+329.5%
+341.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +7.7% | -1.4% | +9.1% | +8.3% |
| 30D | +19.9% | +12.4% | +7.6% | +14.1% |
| 3M | +14.9% | +11.1% | +3.8% | +9.8% |
| 6M | +37.2% | +16.3% | +20.9% | +28.3% |
| YTD | +40.8% | +13.8% | +27.0% | +32.4% |
| 1Y | +38.1% | +20.4% | +17.7% | +26.7% |
| 3Y | +77.7% | +33.6% | +44.1% | +52.0% |
| 5Y | +129.0% | +176.8% | -47.8% | +36.8% |
| 10Y | +671.3% | +324.6% | +346.7% | +271.2% |
| All | +671.3% | +329.5% | +341.8% | +271.2% |
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