-44.6%
ACN vs MSTU
-86.5%
+41.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -8.6% | +4.5% | -3.8% |
| 7D | -4.8% | +16.1% | -21.0% | -5.5% |
| 30D | +1.9% | +68.7% | -66.8% | -0.5% |
| 3M | +3.9% | -11.0% | +14.9% | +3.1% |
| 6M | -15.0% | -33.4% | +18.4% | -15.5% |
| YTD | -31.9% | -59.5% | +27.6% | -31.9% |
| 1Y | -28.5% | -93.4% | +64.9% | -24.9% |
| All | -44.6% | -86.5% | +41.8% | -43.6% |
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