+10.1%
ACN vs MAS
+37.4%
-27.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.8% | +1.0% |
| 7D | +7.3% | +4.6% | +2.7% | +6.4% |
| 30D | +38.2% | +19.9% | +18.3% | +34.5% |
| 3M | +56.6% | +8.9% | +47.7% | +53.4% |
| 6M | +51.1% | +20.2% | +31.0% | +45.7% |
| YTD | +1.7% | +33.9% | -32.2% | -4.9% |
| 1Y | +10.1% | +34.7% | -24.6% | +2.8% |
| All | +10.1% | +37.4% | -27.3% | +2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling