+123.7%
MSI vs ACGL
+176.7%
-53.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +2.6% | -1.2% | +3.8% | +3.0% |
| 30D | +18.1% | +12.8% | +5.3% | +13.0% |
| 3M | +13.2% | +12.3% | +0.9% | +8.4% |
| 6M | +36.3% | +15.8% | +20.4% | +28.9% |
| YTD | +39.5% | +13.9% | +25.6% | +32.5% |
| 1Y | +36.9% | +19.0% | +17.9% | +27.8% |
| 3Y | +76.1% | +33.7% | +42.4% | +53.3% |
| 5Y | +123.7% | +173.4% | -49.7% | +30.0% |
| All | +123.7% | +176.7% | -53.0% | +30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling