+662.2%
MSI vs ACM
+131.3%
+530.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +2.6% | +5.1% | -2.5% | +0.9% |
| 30D | +18.1% | +18.7% | -0.5% | +11.4% |
| 3M | +13.2% | +15.5% | -2.3% | +7.3% |
| 6M | +36.3% | +1.2% | +35.1% | +34.2% |
| YTD | +39.5% | -25.2% | +64.7% | +50.3% |
| 1Y | +36.9% | -46.3% | +83.2% | +66.4% |
| 3Y | +76.1% | -9.6% | +85.6% | +71.0% |
| 5Y | +123.7% | +4.4% | +119.3% | +103.1% |
| All | +662.2% | +131.3% | +530.9% | +394.6% |
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