+156.5%
ACN vs MS
+616.2%
-459.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -1.5% |
| 7D | +0.9% | -1.6% | +2.4% | +1.4% |
| 30D | +33.5% | -3.8% | +37.3% | +35.1% |
| 3M | +53.5% | -14.6% | +68.1% | +62.7% |
| 6M | +52.2% | -5.1% | +57.3% | +52.7% |
| YTD | -0.1% | +4.5% | -4.6% | -4.4% |
| 1Y | +11.0% | +13.5% | -2.5% | +2.3% |
| 3Y | -11.8% | +160.4% | -172.2% | -45.9% |
| 5Y | -22.8% | +112.9% | -135.7% | -48.9% |
| All | +156.5% | +616.2% | -459.7% | +13.1% |
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 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