-18.8%
ACN vs MSTU
-89.5%
+70.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.3% | -1.7% |
| 7D | +0.9% | -4.3% | +5.1% | +0.9% |
| 30D | +33.5% | -34.6% | +68.1% | +35.0% |
| 3M | +53.5% | +39.0% | +14.4% | +49.8% |
| 6M | +52.2% | -70.5% | +122.7% | +55.2% |
| YTD | -0.1% | -68.6% | +68.5% | 0.0% |
| 1Y | +11.0% | -88.6% | +99.7% | +14.3% |
| All | -18.8% | -89.5% | +70.7% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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