+761.4%
MSI vs ACM
+230.8%
+530.6%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -3.7% | -3.7% | +0.1% | -2.4% |
| 30D | +6.8% | -11.1% | +17.9% | +10.7% |
| 3M | +14.3% | -8.0% | +22.3% | +16.7% |
| 6M | -1.6% | -29.7% | +28.1% | +10.1% |
| YTD | +22.8% | -29.4% | +52.2% | +35.6% |
| 1Y | -1.1% | -46.4% | +45.3% | +20.2% |
| 3Y | +70.5% | -22.3% | +92.8% | +77.2% |
| 5Y | +102.8% | +4.5% | +98.3% | +86.5% |
| 10Y | +597.4% | +127.6% | +469.8% | +344.9% |
| All | +761.4% | +230.8% | +530.6% | +278.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling