-14.2%
ACN vs MS
+169.4%
-183.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.1% | -5.5% | -3.0% |
| 7D | -2.5% | +0.7% | -3.3% | -2.7% |
| 30D | +22.6% | -0.9% | +23.6% | +22.7% |
| 3M | +45.9% | -13.0% | +58.9% | +50.1% |
| 6M | +43.8% | -2.0% | +45.8% | +42.3% |
| YTD | -2.5% | +7.8% | -10.2% | -6.3% |
| 1Y | +6.5% | +17.9% | -11.4% | -0.3% |
| 3Y | -14.2% | +174.8% | -189.0% | -35.2% |
| All | -14.2% | +169.4% | -183.5% | -35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling