+77.1%
MSI vs ACI
-31.5%
+108.6%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.2% |
| 7D | +3.2% | +2.3% | +1.0% | +3.1% |
| 30D | +17.6% | +1.2% | +16.4% | +17.4% |
| 3M | +14.5% | +6.8% | +7.7% | +13.7% |
| 6M | +34.3% | -18.7% | +53.0% | +36.0% |
| YTD | +39.7% | -20.2% | +59.9% | +41.6% |
| 1Y | +40.2% | -23.7% | +63.9% | +42.6% |
| 3Y | +77.1% | -31.6% | +108.8% | +82.4% |
| All | +77.1% | -31.5% | +108.6% | +82.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling