+595.0%
MSI vs ACM
+128.0%
+467.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.8% |
| 7D | -5.8% | -0.3% | -5.5% | -5.7% |
| 30D | -1.0% | -12.9% | +11.9% | +3.0% |
| 3M | +14.2% | -6.4% | +20.5% | +15.7% |
| 6M | +1.0% | -29.2% | +30.3% | +11.9% |
| YTD | +21.5% | -29.9% | +51.4% | +33.5% |
| 1Y | -2.1% | -47.3% | +45.1% | +18.4% |
| 3Y | +69.3% | -19.6% | +88.9% | +72.0% |
| 5Y | +99.3% | +5.5% | +93.8% | +81.0% |
| 10Y | +595.0% | +129.7% | +465.3% | +377.1% |
| All | +595.0% | +128.0% | +467.1% | +377.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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