+102.8%
MSI vs ACI
-42.9%
+145.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -3.7% | +0.2% | -3.9% | -3.7% |
| 30D | +6.8% | +5.9% | +0.9% | +6.0% |
| 3M | +14.3% | -19.8% | +34.1% | +17.0% |
| 6M | -1.6% | -24.7% | +23.2% | +1.5% |
| YTD | +22.8% | -24.4% | +47.2% | +26.4% |
| 1Y | -1.1% | -31.5% | +30.4% | +3.2% |
| 3Y | +70.5% | -38.7% | +109.2% | +80.2% |
| All | +102.8% | -42.9% | +145.7% | +111.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling