+593.1%
MA vs ACN
+148.3%
+444.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | +1.3% | -3.8% | +5.1% | +3.4% |
| 30D | +9.6% | +16.5% | -6.9% | +0.6% |
| 3M | +16.8% | +41.5% | -24.7% | -5.6% |
| 6M | +35.2% | +60.1% | -24.9% | -1.6% |
| YTD | +16.6% | -3.9% | +20.5% | +14.4% |
| 1Y | +19.8% | +4.1% | +15.7% | +11.1% |
| 3Y | +70.7% | -15.9% | +86.6% | +72.9% |
| 5Y | +87.4% | -26.3% | +113.7% | +104.6% |
| All | +593.1% | +148.3% | +444.8% | +197.6% |
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