+22.5%
MA vs ACN
+10.1%
+12.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.8% | +0.1% | +3.3% |
| 7D | +10.2% | +8.6% | +1.6% | +8.7% |
| 30D | +19.3% | +36.6% | -17.2% | +13.3% |
| 3M | +18.0% | +56.3% | -38.3% | +8.6% |
| 6M | +33.7% | +49.7% | -16.0% | +23.2% |
| YTD | +18.6% | +1.3% | +17.3% | +17.8% |
| 1Y | +22.5% | +11.9% | +10.5% | +17.9% |
| All | +22.5% | +10.1% | +12.4% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 ACN 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