-21.9%
ACN vs MSTZ
-99.2%
+77.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.9% | -4.7% | +0.4% |
| 7D | -3.8% | +30.8% | -34.6% | -2.9% |
| 30D | +16.5% | +41.2% | -24.7% | +18.2% |
| 3M | +41.5% | -60.9% | +102.4% | +39.1% |
| 6M | +60.1% | -15.7% | +75.7% | +63.2% |
| YTD | -3.9% | -75.2% | +71.3% | -4.0% |
| 1Y | +4.1% | -59.8% | +63.9% | +5.8% |
| All | -21.9% | -99.2% | +77.2% | -21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling