+619.2%
ACN vs MSCI
+2,756.4%
-2,137.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.2% |
| 7D | -1.5% | +0.4% | -1.9% | -1.7% |
| 30D | +9.4% | +0.6% | +8.8% | +9.1% |
| 3M | +5.6% | -7.1% | +12.7% | +8.8% |
| 6M | -9.3% | +0.8% | -10.1% | -9.3% |
| YTD | -29.0% | +1.0% | -30.0% | -29.1% |
| 1Y | -24.7% | +4.3% | -29.0% | -25.9% |
| 3Y | -39.8% | +9.9% | -49.8% | -43.1% |
| 5Y | -40.9% | -6.8% | -34.2% | -41.7% |
| 10Y | +91.1% | +614.7% | -523.5% | -5.3% |
| All | +619.2% | +2,756.4% | -2,137.2% | +122.6% |
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