+1,697.2%
ACN vs MSI
+912.2%
+785.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -3.0% |
| 7D | -1.5% | -3.7% | +2.2% | -0.3% |
| 30D | +9.4% | +6.8% | +2.5% | +6.9% |
| 3M | +5.6% | +14.3% | -8.7% | +1.1% |
| 6M | -9.3% | -1.6% | -7.7% | -9.2% |
| YTD | -29.0% | +22.8% | -51.8% | -34.2% |
| 1Y | -24.7% | -1.1% | -23.6% | -25.2% |
| 3Y | -39.8% | +70.5% | -110.3% | -50.6% |
| 5Y | -40.9% | +102.8% | -143.7% | -54.2% |
| 10Y | +91.1% | +597.4% | -506.3% | +2.2% |
| All | +1,697.2% | +912.2% | +785.1% | +541.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling