+849.4%
MSI vs ACM
+233.3%
+616.0%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +4.7% | +5.4% | -0.7% | +2.6% |
| 30D | +14.8% | +15.1% | -0.4% | +9.0% |
| 3M | +8.8% | -10.5% | +19.3% | +12.2% |
| 6M | +19.3% | -19.7% | +39.0% | +27.1% |
| YTD | +35.3% | -28.8% | +64.2% | +48.7% |
| 1Y | +33.8% | -47.9% | +81.6% | +64.2% |
| 3Y | +74.4% | -12.4% | +86.8% | +73.0% |
| 5Y | +120.5% | +0.6% | +120.0% | +106.1% |
| 10Y | +685.2% | +161.3% | +523.9% | +375.3% |
| All | +849.4% | +233.3% | +616.0% | +315.0% |
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