+11.9%
ACN vs MS
+22.2%
-10.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.2% | -0.4% | +3.6% |
| 7D | +8.6% | +2.6% | +5.9% | +8.4% |
| 30D | +36.6% | +2.6% | +34.0% | +36.4% |
| 3M | +56.3% | -10.1% | +66.4% | +57.9% |
| 6M | +49.7% | +4.4% | +45.3% | +44.3% |
| YTD | +1.3% | +11.7% | -10.4% | -2.5% |
| 1Y | +11.9% | +20.9% | -9.0% | +6.1% |
| All | +11.9% | +22.2% | -10.3% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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