+310.6%
MSI vs ACI
+34.0%
+276.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.3% |
| 7D | +7.4% | -0.6% | +8.0% | +7.4% |
| 30D | +18.7% | +9.5% | +9.2% | +17.4% |
| 3M | +14.5% | +10.1% | +4.4% | +13.0% |
| 6M | +38.1% | -15.4% | +53.5% | +39.8% |
| YTD | +38.7% | -19.5% | +58.3% | +41.0% |
| 1Y | +35.4% | -21.0% | +56.4% | +37.9% |
| 3Y | +75.1% | -31.2% | +106.3% | +80.5% |
| 5Y | +126.4% | -40.6% | +167.0% | +134.5% |
| All | +310.6% | +34.0% | +276.6% | +306.6% |
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