+102.8%
MSI vs ACGL
+161.8%
-59.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.3% |
| 7D | -3.7% | -0.7% | -2.9% | -3.4% |
| 30D | +6.8% | -1.0% | +7.8% | +7.2% |
| 3M | +14.3% | +11.0% | +3.3% | +10.0% |
| 6M | -1.6% | -0.3% | -1.2% | -1.7% |
| YTD | +22.8% | +2.3% | +20.5% | +21.3% |
| 1Y | -1.1% | +6.4% | -7.5% | -3.8% |
| 3Y | +70.5% | +34.0% | +36.5% | +46.9% |
| All | +102.8% | +161.8% | -59.0% | +24.0% |
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