-24.7%
ACN vs MS
+49.4%
-74.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.6% | -3.3% |
| 7D | -1.5% | +1.4% | -2.9% | -1.7% |
| 30D | +9.4% | -0.3% | +9.6% | +9.3% |
| 3M | +5.6% | +0.3% | +5.4% | +5.3% |
| 6M | -9.3% | +31.3% | -40.6% | -15.7% |
| YTD | -29.0% | +24.7% | -53.6% | -32.2% |
| 1Y | -24.7% | +47.9% | -72.6% | -27.7% |
| All | -24.7% | +49.4% | -74.1% | -27.7% |
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