+311.1%
MSI vs ACI
+31.1%
+280.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.5% |
| 7D | +8.3% | -5.9% | +14.2% | +9.0% |
| 30D | +18.9% | +7.2% | +11.6% | +17.8% |
| 3M | +13.2% | +8.8% | +4.4% | +11.9% |
| 6M | +38.3% | -17.2% | +55.4% | +40.3% |
| YTD | +38.9% | -21.3% | +60.1% | +41.5% |
| 1Y | +36.7% | -23.7% | +60.4% | +39.8% |
| 3Y | +76.6% | -32.8% | +109.4% | +82.5% |
| 5Y | +124.5% | -41.4% | +165.9% | +133.0% |
| All | +311.1% | +31.1% | +280.0% | +308.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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