+118.9%
MSI vs ACGL
+159.2%
-40.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | +0.6% |
| 7D | +4.7% | +0.9% | +3.8% | +4.3% |
| 30D | +14.8% | +13.7% | +1.0% | +9.5% |
| 3M | +8.8% | +8.0% | +0.8% | +5.7% |
| 6M | +19.3% | +13.3% | +6.0% | +13.8% |
| YTD | +35.3% | +11.8% | +23.5% | +29.3% |
| 1Y | +33.8% | +22.2% | +11.5% | +23.6% |
| 3Y | +74.4% | +32.5% | +42.0% | +52.2% |
| All | +118.9% | +159.2% | -40.3% | +29.1% |
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 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