+868.6%
MSFT vs ACN
+85.2%
+783.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +3.0% | +1.1% |
| 7D | -1.4% | -4.8% | +3.4% | +1.2% |
| 30D | -1.0% | +1.9% | -2.9% | -2.3% |
| 3M | +20.2% | +3.9% | +16.3% | +14.4% |
| 6M | +21.3% | -15.0% | +36.3% | +29.0% |
| YTD | +2.8% | -31.9% | +34.7% | +23.6% |
| 1Y | 0.0% | -28.5% | +28.5% | +15.2% |
| 3Y | +51.2% | -41.9% | +93.1% | +89.1% |
| 5Y | +71.4% | -42.9% | +114.3% | +112.9% |
| 10Y | +868.6% | +88.7% | +779.9% | +455.9% |
| All | +868.6% | +85.2% | +783.4% | +455.9% |
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 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