+161.0%
ACN vs MAS
+219.8%
-58.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.8% | +1.8% |
| 7D | +7.3% | +4.6% | +2.7% | +5.2% |
| 30D | +38.2% | +19.9% | +18.3% | +28.3% |
| 3M | +56.6% | +8.9% | +47.7% | +50.9% |
| 6M | +51.1% | +20.2% | +31.0% | +37.9% |
| YTD | +1.7% | +33.9% | -32.2% | -12.9% |
| 1Y | +10.1% | +34.7% | -24.6% | -6.1% |
| 3Y | -10.3% | +60.4% | -70.7% | -32.1% |
| 5Y | -21.4% | +43.5% | -64.9% | -38.6% |
| All | +161.0% | +219.8% | -58.8% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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