+2,472.7%
ACN vs MS
+524.3%
+1,948.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.9% | +6.3% | +2.0% |
| 7D | +7.3% | -3.4% | +10.7% | +8.2% |
| 30D | +38.2% | -3.9% | +42.1% | +39.4% |
| 3M | +56.6% | -15.9% | +72.5% | +63.8% |
| 6M | +51.1% | -2.5% | +53.6% | +50.6% |
| YTD | +1.7% | +5.1% | -3.4% | -1.1% |
| 1Y | +10.1% | +13.0% | -2.9% | +4.8% |
| 3Y | -10.3% | +160.7% | -171.0% | -33.9% |
| 5Y | -21.4% | +114.0% | -135.5% | -39.1% |
| 10Y | +167.1% | +637.5% | -470.3% | +44.0% |
| All | +2,472.7% | +524.3% | +1,948.4% | +801.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling