+666.9%
MSI vs ACGL
+337.7%
+329.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | +0.8% |
| 7D | +4.7% | +0.9% | +3.8% | +4.2% |
| 30D | +14.8% | +13.7% | +1.0% | +8.6% |
| 3M | +8.8% | +8.0% | +0.8% | +5.1% |
| 6M | +19.3% | +13.3% | +6.0% | +12.8% |
| YTD | +35.3% | +11.8% | +23.5% | +28.2% |
| 1Y | +33.8% | +22.2% | +11.5% | +21.9% |
| 3Y | +74.4% | +32.5% | +42.0% | +49.6% |
| 5Y | +120.5% | +160.2% | -39.7% | +35.3% |
| All | +666.9% | +337.7% | +329.2% | +254.1% |
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