+92.0%
ACN vs MS
+810.5%
-718.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.6% | -3.4% |
| 7D | -1.5% | +1.4% | -2.9% | -2.1% |
| 30D | +9.4% | -0.3% | +9.6% | +9.4% |
| 3M | +5.6% | +0.3% | +5.4% | +4.6% |
| 6M | -9.3% | +31.3% | -40.6% | -20.4% |
| YTD | -29.0% | +24.7% | -53.6% | -36.4% |
| 1Y | -24.7% | +47.9% | -72.6% | -37.6% |
| 3Y | -39.8% | +178.3% | -218.2% | -63.7% |
| 5Y | -40.9% | +144.9% | -185.8% | -62.8% |
| All | +92.0% | +810.5% | -718.5% | -25.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling