+38.1%
MSI vs ACGL
+21.3%
+16.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +7.7% | -1.4% | +9.1% | +8.1% |
| 30D | +19.9% | +12.4% | +7.6% | +15.9% |
| 3M | +14.9% | +11.1% | +3.8% | +11.3% |
| 6M | +37.2% | +16.3% | +20.9% | +31.9% |
| YTD | +40.8% | +13.8% | +27.0% | +37.9% |
| 1Y | +38.1% | +20.4% | +17.7% | +36.4% |
| All | +38.1% | +21.3% | +16.8% | +36.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling