-22.6%
ACN vs MS
+122.6%
-145.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | +1.6% | +0.8% | +0.8% | +1.1% |
| 30D | +24.6% | -0.7% | +25.3% | +24.6% |
| 3M | +46.2% | -12.4% | +58.6% | +52.6% |
| 6M | +46.2% | -1.7% | +47.9% | +44.4% |
| YTD | -0.9% | +8.0% | -8.9% | -6.4% |
| 1Y | +8.8% | +16.2% | -7.5% | -0.5% |
| 3Y | -14.3% | +171.3% | -185.6% | -49.7% |
| 5Y | -22.6% | +124.8% | -147.4% | -51.7% |
| All | -22.6% | +122.6% | -145.2% | -51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling