+911.4%
ACN vs MSCI
+3,095.4%
-2,184.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -0.9% |
| 7D | +0.9% | +2.8% | -2.0% | -0.2% |
| 30D | +33.5% | +15.4% | +18.1% | +26.4% |
| 3M | +53.5% | +13.4% | +40.1% | +46.3% |
| 6M | +52.2% | +10.9% | +41.3% | +46.8% |
| YTD | -0.1% | +13.0% | -13.1% | -4.4% |
| 1Y | +11.0% | +12.0% | -1.0% | +6.5% |
| 3Y | -11.8% | +34.1% | -45.9% | -22.6% |
| 5Y | -22.8% | +3.9% | -26.7% | -26.9% |
| 10Y | +162.4% | +802.0% | -639.6% | +20.3% |
| All | +911.4% | +3,095.4% | -2,184.0% | +200.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling