+894.4%
MSFT vs ACN
+150.4%
+744.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -1.3% |
| 7D | -6.2% | -4.0% | -2.2% | -4.4% |
| 30D | -3.7% | +19.0% | -22.7% | -12.7% |
| 3M | +3.6% | +42.2% | -38.6% | -16.1% |
| 6M | +26.8% | +50.1% | -23.3% | -3.3% |
| YTD | +8.4% | -2.7% | +11.2% | +5.7% |
| 1Y | +3.3% | +7.6% | -4.3% | -6.2% |
| 3Y | +44.3% | -15.9% | +60.1% | +45.1% |
| 5Y | +63.3% | -24.4% | +87.7% | +74.6% |
| 10Y | +894.4% | +151.4% | +743.0% | +340.6% |
| All | +894.4% | +150.4% | +744.0% | +340.6% |
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