-44.6%
ACN vs MSTZ
-99.2%
+54.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +8.2% | -12.3% | -3.8% |
| 7D | -4.8% | -25.4% | +20.6% | -5.5% |
| 30D | +1.9% | -60.9% | +62.8% | -0.5% |
| 3M | +3.9% | -54.2% | +58.0% | +2.8% |
| 6M | -15.0% | -65.0% | +50.0% | -16.0% |
| YTD | -31.9% | -76.5% | +44.6% | -32.5% |
| 1Y | -28.5% | -23.4% | -5.1% | -26.0% |
| All | -44.6% | -99.2% | +54.6% | -44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling