-10.2%
ACN vs MAS
+61.2%
-71.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.8% | +1.2% |
| 7D | +7.3% | +4.6% | +2.7% | +6.0% |
| 30D | +38.2% | +19.9% | +18.3% | +32.3% |
| 3M | +56.6% | +8.9% | +47.7% | +52.9% |
| 6M | +51.1% | +20.2% | +31.0% | +42.9% |
| YTD | +1.7% | +33.9% | -32.2% | -7.6% |
| 1Y | +10.1% | +34.7% | -24.6% | -0.2% |
| All | -10.2% | +61.2% | -71.4% | -23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling