+91.6%
ACN vs MAS
+137.9%
-46.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.8% | -5.1% | -4.0% |
| 7D | -1.5% | -0.8% | -0.8% | -1.3% |
| 30D | +9.4% | -5.6% | +14.9% | +11.8% |
| 3M | +5.6% | +4.4% | +1.2% | +2.3% |
| 6M | -9.3% | +7.2% | -16.5% | -14.2% |
| YTD | -29.0% | +16.1% | -45.1% | -35.4% |
| 1Y | -24.7% | +0.1% | -24.8% | -26.9% |
| 3Y | -39.8% | +28.3% | -68.1% | -49.7% |
| 5Y | -40.9% | +30.5% | -71.4% | -52.0% |
| All | +91.6% | +137.9% | -46.3% | +19.9% |
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