+77.1%
MSI vs ACM
-9.1%
+86.3%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | +3.2% | +5.6% | -2.4% | +2.5% |
| 30D | +17.6% | +20.8% | -3.2% | +14.7% |
| 3M | +14.5% | +11.4% | +3.1% | +12.7% |
| 6M | +34.3% | +0.9% | +33.3% | +33.5% |
| YTD | +39.7% | -24.8% | +64.5% | +42.6% |
| 1Y | +40.2% | -46.4% | +86.6% | +54.7% |
| 3Y | +77.1% | -9.2% | +86.4% | +71.8% |
| All | +77.1% | -9.1% | +86.3% | +71.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling