+584.1%
MA vs ACN
+147.7%
+436.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.2% | -0.5% |
| 7D | -0.5% | -5.7% | +5.2% | +2.6% |
| 30D | +7.9% | +17.0% | -9.1% | -1.2% |
| 3M | +16.8% | +39.9% | -23.1% | -5.1% |
| 6M | +31.0% | +50.2% | -19.2% | -0.9% |
| YTD | +15.0% | -4.2% | +19.2% | +13.1% |
| 1Y | +17.0% | +4.3% | +12.7% | +8.4% |
| 3Y | +68.5% | -17.1% | +85.6% | +72.5% |
| 5Y | +85.0% | -26.5% | +111.5% | +102.2% |
| All | +584.1% | +147.7% | +436.4% | +194.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling