-42.9%
ACN vs MSI
+100.4%
-143.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.0% | -3.6% |
| 7D | -4.8% | -5.8% | +0.9% | -2.1% |
| 30D | +1.9% | -1.0% | +2.9% | +2.4% |
| 3M | +3.9% | +14.2% | -10.3% | -2.4% |
| 6M | -15.0% | +1.0% | -16.1% | -16.1% |
| YTD | -31.9% | +21.5% | -53.4% | -39.3% |
| 1Y | -28.5% | -2.1% | -26.4% | -28.6% |
| 3Y | -41.9% | +69.3% | -111.2% | -60.2% |
| 5Y | -42.9% | +99.3% | -142.2% | -65.4% |
| All | -42.9% | +100.4% | -143.3% | -65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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