+4.3%
ACN vs MSTZ
-52.7%
+57.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +12.8% | -14.3% | -1.0% |
| 7D | -5.7% | +25.6% | -31.3% | -4.9% |
| 30D | +17.0% | +50.6% | -33.5% | +19.1% |
| 3M | +39.9% | -64.5% | +104.4% | +36.8% |
| 6M | +50.2% | -14.0% | +64.2% | +53.2% |
| YTD | -4.2% | -76.4% | +72.2% | -3.7% |
| 1Y | +4.3% | -56.2% | +60.5% | +3.2% |
| All | +4.3% | -52.7% | +57.0% | +3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling