+313.0%
MSI vs ACI
+33.9%
+279.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.0% |
| 7D | +2.6% | -0.5% | +3.0% | +2.6% |
| 30D | +18.1% | +4.9% | +13.2% | +17.4% |
| 3M | +13.2% | +11.1% | +2.1% | +11.7% |
| 6M | +36.3% | -14.9% | +51.2% | +37.8% |
| YTD | +39.5% | -19.6% | +59.1% | +41.9% |
| 1Y | +36.9% | -22.7% | +59.6% | +39.8% |
| 3Y | +76.1% | -31.2% | +107.3% | +81.6% |
| 5Y | +123.7% | -42.3% | +166.0% | +132.1% |
| All | +313.0% | +33.9% | +279.1% | +308.9% |
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