-14.8%
ACN vs MSCI
+34.4%
-49.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.2% |
| 7D | -4.0% | -1.9% | -2.1% | -3.2% |
| 30D | +19.0% | +16.5% | +2.5% | +10.8% |
| 3M | +42.2% | +18.2% | +24.0% | +31.7% |
| 6M | +50.1% | +14.0% | +36.2% | +41.7% |
| YTD | -2.7% | +16.6% | -19.3% | -8.8% |
| 1Y | +7.6% | +14.8% | -7.2% | +1.4% |
| All | -14.8% | +34.4% | -49.2% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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