-10.5%
ACN vs MAS
+67.0%
-77.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.6% | -1.8% | +2.4% |
| 7D | +8.6% | +14.2% | -5.6% | +5.0% |
| 30D | +36.6% | +26.8% | +9.8% | +28.9% |
| 3M | +56.3% | +13.1% | +43.2% | +51.2% |
| 6M | +49.7% | +27.9% | +21.7% | +39.3% |
| YTD | +1.3% | +38.7% | -37.3% | -8.7% |
| 1Y | +11.9% | +40.4% | -28.4% | +0.4% |
| All | -10.5% | +67.0% | -77.5% | -24.3% |
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