+156.3%
ACN vs MS
+614.4%
-458.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.1% | -5.5% | -3.6% |
| 7D | -2.5% | +0.7% | -3.3% | -3.0% |
| 30D | +22.6% | -0.9% | +23.6% | +22.6% |
| 3M | +45.9% | -13.0% | +58.9% | +53.5% |
| 6M | +43.8% | -2.0% | +45.8% | +42.4% |
| YTD | -2.5% | +7.8% | -10.2% | -7.9% |
| 1Y | +6.5% | +17.9% | -11.4% | -3.5% |
| 3Y | -14.2% | +174.8% | -189.0% | -48.9% |
| 5Y | -24.4% | +119.9% | -144.3% | -50.9% |
| 10Y | +156.3% | +578.8% | -422.5% | +5.3% |
| All | +156.3% | +614.4% | -458.1% | +5.3% |
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