+2,408.2%
ACN vs MSI
+1,043.4%
+1,364.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | +1.6% | +7.4% | -5.9% | -0.9% |
| 30D | +24.6% | +18.7% | +5.9% | +17.7% |
| 3M | +46.2% | +14.5% | +31.7% | +39.9% |
| 6M | +46.2% | +38.1% | +8.1% | +31.3% |
| YTD | -0.9% | +38.7% | -39.6% | -11.8% |
| 1Y | +8.8% | +35.4% | -26.7% | -2.5% |
| 3Y | -14.3% | +75.1% | -89.4% | -30.1% |
| 5Y | -22.6% | +126.4% | -149.0% | -42.1% |
| 10Y | +153.7% | +671.4% | -517.7% | +31.1% |
| All | +2,408.2% | +1,043.4% | +1,364.8% | +760.4% |
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 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