+553.1%
MA vs ACN
+160.5%
+392.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.4% |
| 7D | +2.3% | +0.9% | +1.4% | +1.9% |
| 30D | +14.7% | +33.5% | -18.9% | -2.2% |
| 3M | +13.5% | +53.5% | -40.0% | -12.3% |
| 6M | +33.1% | +52.2% | -19.1% | +0.2% |
| YTD | +15.1% | -0.1% | +15.2% | +10.7% |
| 1Y | +18.7% | +11.0% | +7.7% | +6.1% |
| 3Y | +72.1% | -11.8% | +83.9% | +69.7% |
| 5Y | +92.8% | -22.8% | +115.6% | +104.9% |
| All | +553.1% | +160.5% | +392.6% | +185.2% |
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