+100.0%
MSI vs ACM
+2.7%
+97.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | +0.2% |
| 7D | -4.0% | -3.7% | -0.3% | -3.0% |
| 30D | -0.5% | -12.7% | +12.2% | +2.9% |
| 3M | +11.4% | -9.8% | +21.2% | +13.8% |
| 6M | +1.0% | -31.4% | +32.4% | +11.4% |
| YTD | +20.7% | -32.1% | +52.7% | +31.9% |
| 1Y | -2.7% | -47.8% | +45.1% | +16.5% |
| 3Y | +68.2% | -22.1% | +90.3% | +65.9% |
| 5Y | +100.0% | +1.8% | +98.2% | +74.2% |
| All | +100.0% | +2.7% | +97.2% | +74.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling