+2,464.1%
ACN vs MAS
+554.1%
+1,910.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.6% | -1.8% | +2.0% |
| 7D | +8.6% | +14.2% | -5.6% | +3.9% |
| 30D | +36.6% | +26.8% | +9.8% | +26.4% |
| 3M | +56.3% | +13.1% | +43.2% | +50.0% |
| 6M | +49.7% | +27.9% | +21.7% | +36.5% |
| YTD | +1.3% | +38.7% | -37.3% | -11.0% |
| 1Y | +11.9% | +40.4% | -28.4% | -2.1% |
| 3Y | -10.6% | +66.1% | -76.7% | -27.5% |
| 5Y | -21.3% | +47.4% | -68.8% | -34.3% |
| 10Y | +166.2% | +238.3% | -72.1% | +67.5% |
| All | +2,464.1% | +554.1% | +1,910.0% | +811.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling