-45.6%
ACN vs MSTZ
-99.2%
+53.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.5% | -7.3% | -1.6% |
| 7D | -6.3% | -23.6% | +17.2% | -6.9% |
| 30D | -1.4% | -60.7% | +59.3% | -3.7% |
| 3M | +2.6% | -58.3% | +60.8% | +1.2% |
| 6M | -14.3% | -60.0% | +45.7% | -14.9% |
| YTD | -33.1% | -75.2% | +42.1% | -33.6% |
| 1Y | -28.8% | -19.9% | -8.9% | -26.2% |
| All | -45.6% | -99.2% | +53.5% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 10y: compounded portfolio wealth divided by compounded MSTZ 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…
10y analysis · Full analysis span regression · 6 months rolling